+187.4%
ABBV vs IYR
+6.0%
+181.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.5% |
| 7D | +0.3% | -1.4% | +1.6% | +0.8% |
| 30D | +3.4% | -2.7% | +6.0% | +4.4% |
| 3M | +15.2% | -2.1% | +17.3% | +16.2% |
| 6M | +14.7% | +3.6% | +11.1% | +13.4% |
| YTD | +15.2% | +8.1% | +7.1% | +12.1% |
| 1Y | +20.4% | +4.7% | +15.7% | +18.4% |
| 3Y | +91.3% | +29.1% | +62.2% | +77.6% |
| All | +187.4% | +6.0% | +181.4% | +182.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling