+18.4%
IWM vs ABT
-13.5%
+31.9%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.4% |
| 7D | +1.4% | -1.3% | +2.7% | +1.5% |
| 30D | +2.3% | +6.0% | -3.8% | +2.0% |
| 3M | -8.3% | -1.9% | -6.4% | -8.2% |
| 6M | -1.3% | +31.2% | -32.5% | -3.3% |
| YTD | +13.5% | -11.2% | +24.7% | +17.5% |
| 1Y | +18.4% | -14.0% | +32.4% | +23.9% |
| All | +18.4% | -13.5% | +31.9% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling