+5.9%
ABT vs IJR
+52.1%
-46.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -5.9% | -2.2% | -3.7% | -5.5% |
| 30D | -8.1% | -4.6% | -3.5% | -7.3% |
| 3M | +14.5% | +0.2% | +14.3% | +14.4% |
| 6M | -6.3% | +14.7% | -21.0% | -8.9% |
| YTD | -17.1% | +18.9% | -36.0% | -20.0% |
| 1Y | -21.4% | +19.9% | -41.3% | -24.3% |
| 3Y | +5.9% | +53.0% | -47.1% | -4.5% |
| All | +5.9% | +52.1% | -46.1% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling