+39.1%
IGV vs ABCL
+189.1%
-149.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.4% |
| 7D | +2.5% | +4.4% | -1.9% | +1.9% |
| 30D | -8.6% | -7.9% | -0.7% | -7.9% |
| 3M | -1.6% | +12.2% | -13.8% | -3.6% |
| 6M | +13.4% | +134.7% | -121.3% | -0.1% |
| YTD | -4.0% | +239.8% | -243.8% | -20.2% |
| 1Y | -7.6% | +192.7% | -200.3% | -22.0% |
| All | +39.1% | +189.1% | -149.9% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling