-11.3%
ABT vs IYR
+6.0%
-17.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.1% | -1.8% |
| 7D | -5.9% | -1.4% | -4.5% | -5.1% |
| 30D | -8.1% | -2.7% | -5.4% | -6.6% |
| 3M | +14.5% | -2.1% | +16.7% | +16.1% |
| 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% | -23.5% |
| 3Y | +5.9% | +29.1% | -23.2% | -9.6% |
| All | -11.3% | +6.0% | -17.3% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling