+192.0%
ABCL vs IAG
+655.1%
-463.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.1% | +2.4% | -1.5% |
| 7D | +4.4% | -2.1% | +6.5% | +4.9% |
| 30D | -7.9% | -6.2% | -1.7% | -6.6% |
| 3M | +12.2% | -5.1% | +17.4% | +13.1% |
| 6M | +134.7% | -10.0% | +144.7% | +137.9% |
| YTD | +239.8% | +3.9% | +235.8% | +236.5% |
| 1Y | +192.7% | +18.9% | +173.8% | +185.4% |
| All | +192.0% | +655.1% | -463.1% | +94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling