-16.5%
ABT vs IWD
+30.5%
-47.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | -3.7% | -0.3% | -3.4% | -3.5% |
| 30D | +2.5% | +0.6% | +1.9% | +2.1% |
| 3M | +20.2% | +7.2% | +13.0% | +15.7% |
| 6M | -2.9% | +16.2% | -19.1% | -10.9% |
| YTD | -11.9% | +23.3% | -35.3% | -22.0% |
| 1Y | -16.5% | +29.6% | -46.1% | -28.9% |
| All | -16.5% | +30.5% | -47.0% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling