-4.8%
IWF vs ABCL
+213.9%
-218.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -10.5% |
| 6M | -7.5% | +137.8% | -145.3% | -15.6% |
| YTD | -3.4% | +264.3% | -267.7% | -18.1% |
| All | -4.8% | +213.9% | -218.7% | -17.2% |
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