+41.7%
IGV vs ABCL
+156.0%
-114.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.7% | -6.9% | -0.9% |
| 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% | -8.6% |
| 6M | +12.6% | +135.7% | -123.1% | -0.9% |
| YTD | -6.4% | +247.4% | -253.8% | -22.3% |
| 1Y | -9.5% | +162.3% | -171.8% | -22.7% |
| 3Y | +41.7% | +165.5% | -123.8% | +14.8% |
| All | +41.7% | +156.0% | -114.3% | +14.8% |
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