+1,027.7%
ABT vs IWD
+726.5%
+301.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.1% |
| 6M | -2.9% | +16.2% | -19.1% | -11.7% |
| YTD | -11.9% | +23.3% | -35.3% | -22.9% |
| 1Y | -16.5% | +29.6% | -46.1% | -29.2% |
| 3Y | +12.1% | +70.5% | -58.3% | -20.5% |
| 5Y | -7.4% | +73.5% | -80.9% | -34.9% |
| 10Y | +210.7% | +198.3% | +12.4% | +56.7% |
| All | +1,027.7% | +726.5% | +301.2% | +216.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling