+71.5%
IWM vs ABCL
+206.1%
-134.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.9% | -2.4% | +1.9% |
| 7D | +0.3% | +2.3% | -2.0% | -0.1% |
| 30D | +0.6% | -0.7% | +1.3% | +0.3% |
| 3M | -6.2% | +33.4% | -39.6% | -10.7% |
| 6M | -0.8% | +137.8% | -138.6% | -15.4% |
| YTD | +14.8% | +264.3% | -249.6% | -9.9% |
| 1Y | +16.1% | +209.2% | -193.0% | -6.5% |
| 3Y | +71.5% | +208.4% | -136.9% | +30.1% |
| All | +71.5% | +206.1% | -134.6% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling