+197.1%
ABT vs IWF
+422.7%
-225.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.1% | -1.8% |
| 7D | -5.9% | -0.9% | -5.0% | -5.4% |
| 30D | -8.1% | -1.7% | -6.4% | -7.3% |
| 3M | +14.5% | +0.7% | +13.9% | +13.2% |
| 6M | -6.3% | +8.6% | -14.8% | -11.6% |
| YTD | -17.1% | +3.5% | -20.6% | -19.8% |
| 1Y | -21.4% | +7.0% | -28.4% | -25.7% |
| 3Y | +5.9% | +76.3% | -70.4% | -31.2% |
| 5Y | -12.8% | +74.8% | -87.5% | -44.2% |
| All | +197.1% | +422.7% | -225.6% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 10y: compounded portfolio wealth divided by compounded IWF 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…
10y analysis · Full analysis span regression · 6 months rolling