-11.6%
ABT vs IWF
+71.2%
-82.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.5% |
| 7D | -5.0% | -1.7% | -3.3% | -4.5% |
| 30D | -5.8% | -1.8% | -4.0% | -5.3% |
| 3M | +16.7% | +1.5% | +15.3% | +15.7% |
| 6M | -5.2% | +7.7% | -12.9% | -8.2% |
| YTD | -16.0% | +2.7% | -18.7% | -17.3% |
| 1Y | -18.3% | +6.8% | -25.0% | -20.8% |
| 3Y | +9.2% | +76.9% | -67.6% | -18.6% |
| 5Y | -11.6% | +73.4% | -84.9% | -36.6% |
| All | -11.6% | +71.2% | -82.7% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling