+59.4%
IWM vs ABCL
-79.5%
+138.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.2% | -2.0% | +2.5% |
| 7D | +1.2% | +12.4% | -11.2% | -0.4% |
| 30D | +1.3% | -0.4% | +1.6% | +1.0% |
| 3M | -6.1% | +80.4% | -86.4% | -14.8% |
| 6M | -0.1% | +138.5% | -138.6% | -14.2% |
| YTD | +15.5% | +265.5% | -250.0% | -7.9% |
| 1Y | +18.1% | +219.7% | -201.6% | -4.1% |
| 3Y | +74.6% | +209.4% | -134.8% | +34.5% |
| 5Y | +24.6% | -15.0% | +39.6% | +6.8% |
| All | +59.4% | -79.5% | +138.9% | +45.9% |
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