-4.2%
ABT vs IWD
+68.9%
-73.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -3.0% |
| 7D | +3.5% | -0.5% | +4.0% | +3.9% |
| 30D | +12.0% | +2.7% | +9.4% | +10.0% |
| 3M | +2.5% | +0.9% | +1.6% | +1.8% |
| 6M | +29.1% | +10.5% | +18.5% | +19.9% |
| YTD | -10.1% | +23.7% | -33.8% | -23.3% |
| 1Y | -9.8% | +28.7% | -38.6% | -25.3% |
| 3Y | +23.3% | +79.7% | -56.5% | -23.8% |
| All | -4.2% | +68.9% | -73.1% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling