+1,118.6%
ABBV vs IYR
+138.5%
+980.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -4.3% | -0.4% | -3.9% | -4.1% |
| 30D | +1.1% | -2.5% | +3.6% | +2.4% |
| 3M | +12.3% | +1.5% | +10.9% | +11.6% |
| 6M | +9.8% | +3.9% | +5.9% | +7.8% |
| YTD | +11.5% | +9.5% | +1.9% | +6.5% |
| 1Y | +22.3% | +7.5% | +14.8% | +17.9% |
| 3Y | +85.2% | +30.8% | +54.4% | +61.3% |
| 5Y | +170.8% | +4.8% | +166.0% | +159.6% |
| 10Y | +485.4% | +64.3% | +421.1% | +316.5% |
| All | +1,118.6% | +138.5% | +980.0% | +565.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling