+204.4%
ABT vs IWD
+195.2%
+9.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.0% |
| 7D | -3.1% | -0.2% | -3.0% | -3.0% |
| 30D | -2.1% | -0.8% | -1.3% | -1.5% |
| 3M | +17.4% | +8.0% | +9.4% | +10.7% |
| 6M | -2.4% | +18.2% | -20.6% | -14.2% |
| YTD | -14.2% | +22.3% | -36.5% | -26.7% |
| 1Y | -18.3% | +28.9% | -47.2% | -33.0% |
| 3Y | +11.5% | +71.5% | -60.0% | -28.0% |
| 5Y | -9.9% | +73.6% | -83.5% | -42.4% |
| 10Y | +204.4% | +194.7% | +9.7% | +20.4% |
| All | +204.4% | +195.2% | +9.2% | +20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling