+174.8%
ABCL vs IAG
+119.5%
+55.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.3% |
| 7D | +0.7% | -0.5% | +1.2% | +0.8% |
| 30D | +93.1% | +28.9% | +64.2% | +72.2% |
| 3M | +79.4% | +19.1% | +60.3% | +64.5% |
| 6M | +214.9% | -10.3% | +225.1% | +218.9% |
| YTD | +234.2% | +24.2% | +210.0% | +197.0% |
| 1Y | +174.8% | +116.5% | +58.3% | +146.2% |
| All | +174.8% | +119.5% | +55.3% | +146.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling