-7.5%
IGV vs ABCL
+138.2%
-145.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | -7.5% | -10.0% | +2.5% | -6.3% |
| 30D | -5.6% | -10.9% | +5.3% | -4.4% |
| 3M | +1.5% | +101.6% | -100.1% | -9.4% |
| 6M | +17.1% | +167.5% | -150.4% | -1.8% |
| YTD | -2.0% | +259.1% | -261.1% | -24.2% |
| 1Y | -7.5% | +152.2% | -159.7% | -24.5% |
| All | -7.5% | +138.2% | -145.7% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling