-1.3%
IWF vs ABCL
+138.2%
-139.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | -4.2% | -10.0% | +5.8% | -3.4% |
| 30D | -8.1% | -10.9% | +2.7% | -7.5% |
| 3M | -5.1% | +101.6% | -106.7% | -11.0% |
| 6M | -1.4% | +167.5% | -169.0% | -11.2% |
| YTD | -0.1% | +259.1% | -259.2% | -14.4% |
| 1Y | -1.3% | +152.2% | -153.4% | -11.3% |
| All | -1.3% | +138.2% | -139.5% | -11.3% |
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 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