+119.0%
IWF vs ABCL
-81.2%
+200.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +1.5% | +1.4% | +0.1% | +1.4% |
| 30D | -1.3% | +65.1% | -66.3% | -6.7% |
| 3M | +0.1% | +111.1% | -110.9% | -8.3% |
| 6M | +10.3% | +231.6% | -221.3% | -4.2% |
| YTD | +4.2% | +234.5% | -230.4% | -10.2% |
| 1Y | +9.3% | +174.3% | -165.0% | -4.5% |
| 3Y | +79.3% | +111.5% | -32.1% | +53.9% |
| 5Y | +73.8% | -37.3% | +111.1% | +58.7% |
| All | +119.0% | -81.2% | +200.2% | +104.5% |
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