+144.3%
IWM vs ABT
+222.7%
-78.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.2% | -0.9% |
| 7D | +2.8% | -5.6% | +8.3% | +5.1% |
| 30D | +0.6% | +5.2% | -4.5% | -1.6% |
| 3M | -7.8% | -2.7% | -5.1% | -7.1% |
| 6M | -1.0% | +28.8% | -29.8% | -11.9% |
| YTD | +13.9% | -12.3% | +26.2% | +18.8% |
| 1Y | +15.4% | -14.7% | +30.1% | +21.8% |
| 3Y | +70.2% | +21.6% | +48.7% | +48.0% |
| 5Y | +23.7% | -7.8% | +31.4% | +21.8% |
| All | +144.3% | +222.7% | -78.4% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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