+197.1%
ABT vs IJR
+172.1%
+25.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | -5.9% | -2.2% | -3.7% | -5.0% |
| 30D | -8.1% | -4.6% | -3.5% | -6.2% |
| 3M | +14.5% | +0.2% | +14.3% | +14.3% |
| 6M | -6.3% | +14.7% | -21.0% | -11.9% |
| YTD | -17.1% | +18.9% | -36.0% | -23.3% |
| 1Y | -21.4% | +19.9% | -41.3% | -27.7% |
| 3Y | +5.9% | +53.0% | -47.1% | -15.1% |
| 5Y | -12.8% | +40.9% | -53.6% | -28.1% |
| All | +197.1% | +172.1% | +25.1% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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