+1,004.5%
ABT vs IYR
+700.6%
+304.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -3.7% | -1.2% | -2.4% | -3.3% |
| 30D | +2.5% | -2.9% | +5.3% | +3.4% |
| 3M | +20.2% | +0.8% | +19.3% | +19.9% |
| 6M | -2.9% | +1.9% | -4.8% | -3.5% |
| YTD | -11.9% | +9.6% | -21.6% | -14.5% |
| 1Y | -16.5% | +8.1% | -24.6% | -18.6% |
| 3Y | +12.1% | +29.2% | -17.1% | +2.7% |
| 5Y | -7.4% | +4.3% | -11.7% | -9.4% |
| 10Y | +210.7% | +64.7% | +146.0% | +163.2% |
| All | +1,004.5% | +700.6% | +304.0% | +373.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling