-80.6%
ABCL vs IFF
-10.2%
-70.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +0.7% | -1.8% | +2.5% | +1.5% |
| 30D | +93.1% | -2.0% | +95.0% | +94.1% |
| 3M | +79.4% | +18.5% | +60.9% | +64.4% |
| 6M | +214.9% | +11.7% | +203.2% | +195.8% |
| YTD | +234.2% | +29.6% | +204.6% | +192.3% |
| 1Y | +174.8% | +35.0% | +139.8% | +134.9% |
| 3Y | +104.5% | +32.3% | +72.2% | +76.5% |
| 5Y | -39.0% | -34.6% | -4.4% | -33.9% |
| All | -80.6% | -10.2% | -70.3% | -82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling