+111.5%
ABCL vs IFF
+33.6%
+77.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | +65.1% | -0.3% | +65.4% | +65.0% |
| 3M | +111.1% | +18.6% | +92.5% | +88.9% |
| 6M | +231.6% | +17.4% | +214.2% | +197.7% |
| YTD | +234.5% | +28.5% | +206.0% | +181.7% |
| 1Y | +174.3% | +32.5% | +141.8% | +125.0% |
| 3Y | +111.5% | +34.1% | +77.4% | +49.5% |
| All | +111.5% | +33.6% | +77.9% | +49.5% |
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