-80.3%
ABCL vs IFF
-16.1%
-64.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | 0.0% | -1.6% |
| 7D | +4.4% | -6.9% | +11.3% | +7.4% |
| 30D | -7.9% | -8.9% | +1.0% | -5.0% |
| 3M | +12.2% | -3.7% | +15.9% | +12.8% |
| 6M | +134.7% | +3.5% | +131.3% | +126.4% |
| YTD | +239.8% | +21.2% | +218.6% | +202.6% |
| 1Y | +192.7% | +25.6% | +167.1% | +155.4% |
| 3Y | +187.6% | +19.7% | +167.9% | +156.0% |
| 5Y | -22.6% | -39.8% | +17.2% | -15.4% |
| All | -80.3% | -16.1% | -64.2% | -82.1% |
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