+66.4%
IWM vs ABT
+13.1%
+53.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +0.1% | -3.7% | +3.8% | +0.6% |
| 30D | -1.3% | +2.5% | -3.7% | -1.6% |
| 3M | +1.6% | +20.2% | -18.6% | -1.2% |
| 6M | +13.6% | -2.9% | +16.5% | +14.8% |
| YTD | +20.8% | -11.9% | +32.7% | +24.1% |
| 1Y | +26.4% | -16.5% | +43.0% | +31.2% |
| All | +66.4% | +13.1% | +53.3% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling