+165.5%
ABCL vs IAG
+621.5%
-456.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +7.2% | -0.5% | +5.0% |
| 7D | -3.2% | +21.4% | -24.6% | -7.7% |
| 30D | -7.4% | +4.0% | -11.5% | -8.4% |
| 3M | +81.9% | +17.0% | +64.9% | +74.6% |
| 6M | +135.7% | +1.4% | +134.3% | +132.7% |
| YTD | +247.4% | +13.8% | +233.6% | +236.6% |
| 1Y | +162.3% | +55.8% | +106.4% | +145.0% |
| 3Y | +165.5% | +647.4% | -481.9% | +81.4% |
| All | +165.5% | +621.5% | -456.1% | +81.4% |
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