-82.2%
ABCL vs IFF
-12.6%
-69.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.3% | -5.0% | -5.2% |
| 7D | -9.6% | -2.8% | -6.8% | -8.5% |
| 30D | +7.2% | -1.1% | +8.3% | +7.7% |
| 3M | +105.5% | +13.8% | +91.7% | +91.9% |
| 6M | +193.0% | +16.7% | +176.3% | +170.1% |
| YTD | +205.8% | +26.1% | +179.7% | +170.7% |
| 1Y | +144.4% | +33.5% | +110.9% | +110.0% |
| 3Y | +93.3% | +31.6% | +61.7% | +67.6% |
| 5Y | -44.9% | -34.9% | -10.0% | -40.0% |
| All | -82.2% | -12.6% | -69.6% | -84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling