+1,036.6%
ABT vs IWF
+670.6%
+366.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.7% |
| 7D | -1.3% | +2.8% | -4.1% | -2.7% |
| 30D | +6.0% | -7.5% | +13.6% | +9.8% |
| 3M | -1.9% | -8.5% | +6.6% | +2.0% |
| 6M | +31.2% | -7.4% | +38.6% | +34.6% |
| YTD | -11.2% | -2.6% | -8.6% | -11.5% |
| 1Y | -14.0% | -1.8% | -12.1% | -14.7% |
| 3Y | +20.7% | +65.5% | -44.8% | -12.6% |
| 5Y | -6.7% | +55.8% | -62.5% | -31.3% |
| 10Y | +226.3% | +384.9% | -158.6% | +32.2% |
| All | +1,036.6% | +670.6% | +366.0% | +176.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling