+103.1%
IWF vs ABCL
-79.6%
+182.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | -2.9% | +2.3% | -5.2% | -3.1% |
| 30D | -10.9% | -0.7% | -10.2% | -10.9% |
| 3M | -8.1% | +33.4% | -41.5% | -11.2% |
| 6M | -7.5% | +137.8% | -145.3% | -16.9% |
| YTD | -3.4% | +264.3% | -267.7% | -17.7% |
| 1Y | -5.0% | +209.2% | -214.2% | -17.8% |
| 3Y | +64.0% | +208.4% | -144.4% | +35.2% |
| 5Y | +56.8% | -11.9% | +68.6% | +40.5% |
| All | +103.1% | -79.6% | +182.7% | +87.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling