+213.1%
ABCL vs IFF
+25.2%
+187.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.3% |
| 7D | +2.3% | -9.8% | +12.1% | +6.9% |
| 30D | -0.7% | -1.6% | +1.0% | -1.3% |
| 3M | +33.4% | -1.8% | +35.2% | +32.5% |
| 6M | +137.8% | +3.6% | +134.1% | +126.9% |
| YTD | +264.3% | +25.4% | +238.9% | +207.4% |
| 1Y | +209.2% | +35.4% | +173.8% | +146.6% |
| All | +213.1% | +25.2% | +187.8% | +110.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling