-40.0%
ABCL vs IFF
-35.9%
-4.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -2.7% |
| 7D | -2.7% | -3.0% | +0.3% | -1.4% |
| 30D | +18.3% | -0.9% | +19.2% | +18.8% |
| 3M | +108.5% | +11.8% | +96.6% | +96.0% |
| 6M | +213.9% | +16.5% | +197.4% | +188.9% |
| YTD | +223.1% | +26.5% | +196.6% | +184.7% |
| 1Y | +160.6% | +32.7% | +127.9% | +123.6% |
| 3Y | +104.3% | +32.0% | +72.2% | +76.2% |
| 5Y | -40.0% | -36.1% | -4.0% | -41.9% |
| All | -40.0% | -35.9% | -4.2% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling