+197.1%
ABT vs IYR
+69.7%
+127.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.1% | -1.8% |
| 7D | -5.9% | -1.4% | -4.5% | -5.2% |
| 30D | -8.1% | -2.7% | -5.4% | -6.7% |
| 3M | +14.5% | -2.1% | +16.7% | +16.0% |
| 6M | -6.3% | +3.6% | -9.9% | -8.1% |
| YTD | -17.1% | +8.1% | -25.3% | -20.7% |
| 1Y | -21.4% | +4.7% | -26.1% | -23.4% |
| 3Y | +5.9% | +29.1% | -23.2% | -9.3% |
| 5Y | -12.8% | +6.9% | -19.7% | -17.3% |
| All | +197.1% | +69.7% | +127.4% | +119.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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