+112.1%
IWD vs ABCL
-81.3%
+193.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -0.3% | +0.7% | -1.0% | -0.3% |
| 30D | +0.6% | +93.1% | -92.5% | -3.9% |
| 3M | +7.2% | +79.4% | -72.2% | +2.5% |
| 6M | +16.2% | +214.9% | -198.7% | +6.7% |
| YTD | +23.3% | +234.2% | -210.9% | +12.3% |
| 1Y | +29.6% | +174.8% | -145.2% | +18.9% |
| 3Y | +70.5% | +104.5% | -34.0% | +54.7% |
| 5Y | +73.5% | -39.0% | +112.5% | +61.0% |
| All | +112.1% | -81.3% | +193.4% | +101.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling