+73.4%
IWD vs ABCL
-8.0%
+81.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +1.6% | +2.3% | -0.7% | +1.4% |
| 30D | +3.6% | -0.7% | +4.3% | +3.4% |
| 3M | +2.0% | +33.4% | -31.4% | -0.8% |
| 6M | +13.1% | +137.8% | -124.7% | +3.6% |
| YTD | +26.2% | +264.3% | -238.1% | +10.6% |
| 1Y | +29.6% | +209.2% | -179.6% | +15.1% |
| 3Y | +84.3% | +208.4% | -124.1% | +56.9% |
| 5Y | +73.4% | -11.9% | +85.3% | +56.9% |
| All | +73.4% | -8.0% | +81.4% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling