-9.5%
IGV vs ABCL
+152.2%
-161.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.7% | -6.9% | -1.0% |
| 7D | -5.2% | -3.2% | -2.0% | -4.9% |
| 30D | -10.0% | -7.4% | -2.6% | -9.3% |
| 3M | -0.5% | +81.9% | -82.5% | -9.8% |
| 6M | +12.6% | +135.7% | -123.1% | -3.2% |
| YTD | -6.4% | +247.4% | -253.8% | -27.2% |
| 1Y | -9.5% | +162.3% | -171.8% | -26.7% |
| All | -9.5% | +152.2% | -161.8% | -26.7% |
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