+9.3%
ABT vs IYR
+29.2%
-19.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.3% |
| 7D | -4.7% | -0.9% | -3.8% | -4.3% |
| 30D | -3.1% | -2.4% | -0.8% | -2.0% |
| 3M | +16.1% | -2.0% | +18.2% | +17.5% |
| 6M | -5.3% | +2.5% | -7.8% | -6.3% |
| YTD | -14.4% | +8.3% | -22.8% | -17.4% |
| 1Y | -18.4% | +6.5% | -24.9% | -20.6% |
| All | +9.3% | +29.2% | -19.8% | +0.6% |
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