+20.7%
ABT vs IYR
+41.7%
-21.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | -1.3% | +0.6% | -1.9% | -1.6% |
| 30D | +6.0% | +6.6% | -0.5% | +2.6% |
| 3M | -1.9% | -1.8% | 0.0% | -0.9% |
| 6M | +31.2% | +1.4% | +29.7% | +30.4% |
| YTD | -11.2% | +10.5% | -21.8% | -15.5% |
| 1Y | -14.0% | +10.6% | -24.6% | -18.1% |
| 3Y | +20.7% | +41.8% | -21.2% | +7.6% |
| All | +20.7% | +41.7% | -21.0% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling