+80.4%
IWD vs ABCL
+139.9%
-59.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.4% | +6.8% | -2.1% |
| 7D | -0.9% | -14.9% | +14.0% | -0.1% |
| 30D | +2.6% | -15.4% | +18.0% | +3.5% |
| 3M | +1.2% | +88.0% | -86.8% | -3.6% |
| 6M | +12.1% | +138.8% | -126.7% | +4.1% |
| YTD | +24.1% | +225.4% | -201.3% | +12.0% |
| 1Y | +28.5% | +137.3% | -108.8% | +18.3% |
| All | +80.4% | +139.9% | -59.5% | +59.3% |
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