+2.4%
IVZ vs ABCL
+120.4%
-118.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -9.4% | +1.3% | -7.2% |
| 7D | -6.7% | -14.9% | +8.2% | -5.5% |
| 30D | -10.9% | -15.4% | +4.5% | -9.8% |
| 3M | -14.8% | +88.0% | -102.8% | -19.6% |
| 6M | +2.4% | +138.8% | -136.4% | -8.7% |
| All | +2.4% | +120.4% | -118.0% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling