+1,027.7%
ABT vs IWF
+727.1%
+300.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.7% | +0.5% | -4.2% | -4.0% |
| 30D | +2.5% | -0.4% | +2.9% | +2.6% |
| 3M | +20.2% | -2.6% | +22.8% | +20.9% |
| 6M | -2.9% | +9.1% | -12.1% | -8.1% |
| YTD | -11.9% | +4.5% | -16.4% | -14.8% |
| 1Y | -16.5% | +10.1% | -26.6% | -21.8% |
| 3Y | +12.1% | +77.6% | -65.5% | -21.4% |
| 5Y | -7.4% | +73.7% | -81.1% | -35.3% |
| 10Y | +210.7% | +411.5% | -200.9% | +23.2% |
| All | +1,027.7% | +727.1% | +300.7% | +166.1% |
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