+28.7%
IWD vs ABCL
+152.2%
-123.5%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.7% | -7.1% | -0.6% |
| 7D | -0.5% | -3.2% | +2.7% | -0.4% |
| 30D | +2.7% | -7.4% | +10.1% | +2.9% |
| 3M | +0.9% | +81.9% | -81.0% | -2.4% |
| 6M | +10.5% | +135.7% | -125.2% | +4.4% |
| YTD | +23.7% | +247.4% | -223.7% | +12.6% |
| 1Y | +28.7% | +162.3% | -133.5% | +19.5% |
| All | +28.7% | +152.2% | -123.5% | +19.5% |
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