+134.7%
ABCL vs IFF
+3.4%
+131.4%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | 0.0% | -2.8% |
| 7D | +4.4% | -6.9% | +11.3% | +4.0% |
| 30D | -7.9% | -8.9% | +1.0% | -9.4% |
| 3M | +12.2% | -3.7% | +15.9% | +9.1% |
| 6M | +134.7% | +3.5% | +131.3% | +123.9% |
| All | +134.7% | +3.4% | +131.4% | +123.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling