+50.7%
IWF vs ABCL
-21.8%
+72.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.7% | -5.5% | +0.5% |
| 7D | -5.0% | -3.2% | -1.8% | -4.7% |
| 30D | -13.2% | -7.4% | -5.8% | -12.6% |
| 3M | -9.4% | +81.9% | -91.4% | -16.7% |
| 6M | -8.6% | +135.7% | -144.3% | -19.6% |
| YTD | -5.3% | +247.4% | -252.7% | -21.7% |
| 1Y | -5.0% | +162.3% | -167.2% | -18.7% |
| 3Y | +64.6% | +165.5% | -100.8% | +32.3% |
| All | +50.7% | -21.8% | +72.5% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling