+104.9%
IWF vs ABCL
-79.5%
+184.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.2% | -2.3% | +2.4% |
| 7D | -1.0% | +12.4% | -13.5% | -2.2% |
| 30D | -10.1% | -0.4% | -9.7% | -10.2% |
| 3M | -7.6% | +80.4% | -88.0% | -13.7% |
| 6M | -6.7% | +138.5% | -145.3% | -16.2% |
| YTD | -2.5% | +265.5% | -268.0% | -17.0% |
| 1Y | -2.1% | +219.7% | -221.8% | -15.5% |
| 3Y | +68.6% | +209.4% | -140.8% | +39.0% |
| 5Y | +55.8% | -15.0% | +70.8% | +39.8% |
| All | +104.9% | -79.5% | +184.4% | +89.1% |
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