+504.9%
ABBV vs IYR
+69.7%
+435.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.5% |
| 7D | +0.3% | -1.4% | +1.6% | +0.9% |
| 30D | +3.4% | -2.7% | +6.0% | +4.6% |
| 3M | +15.2% | -2.1% | +17.3% | +16.4% |
| 6M | +14.7% | +3.6% | +11.1% | +12.9% |
| YTD | +15.2% | +8.1% | +7.1% | +11.1% |
| 1Y | +20.4% | +4.7% | +15.7% | +17.8% |
| 3Y | +91.3% | +29.1% | +62.2% | +70.0% |
| 5Y | +189.6% | +6.9% | +182.6% | +176.3% |
| All | +504.9% | +69.7% | +435.2% | +357.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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