+166.9%
IWM vs ABT
+202.4%
-35.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.6% |
| 7D | +1.4% | -3.1% | +4.5% | +2.7% |
| 30D | -2.3% | -2.1% | -0.2% | -1.5% |
| 3M | +4.0% | +17.4% | -13.5% | -3.5% |
| 6M | +17.9% | -2.4% | +20.3% | +18.2% |
| YTD | +20.2% | -14.2% | +34.4% | +26.8% |
| 1Y | +25.0% | -18.3% | +43.3% | +34.5% |
| 3Y | +66.0% | +11.5% | +54.5% | +50.6% |
| 5Y | +40.0% | -9.9% | +49.9% | +39.3% |
| 10Y | +166.9% | +204.4% | -37.5% | +49.6% |
| All | +166.9% | +202.4% | -35.6% | +49.6% |
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