+995.4%
ABT vs IJR
+1,130.2%
-134.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.2% |
| 7D | -4.7% | -1.1% | -3.6% | -4.3% |
| 30D | -3.1% | -3.6% | +0.5% | -1.7% |
| 3M | +16.1% | +2.3% | +13.8% | +14.9% |
| 6M | -5.3% | +14.3% | -19.7% | -10.6% |
| YTD | -14.4% | +19.3% | -33.7% | -20.7% |
| 1Y | -18.4% | +22.6% | -41.0% | -25.4% |
| 3Y | +11.2% | +53.5% | -42.3% | -9.4% |
| 5Y | -9.4% | +39.9% | -49.3% | -23.9% |
| 10Y | +209.7% | +172.1% | +37.7% | +89.9% |
| All | +995.4% | +1,130.2% | -134.8% | +305.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling