+20.0%
IWM vs ABT
-2.1%
+22.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +2.0% |
| 7D | -2.0% | +3.5% | -5.5% | -3.1% |
| 30D | -1.5% | +12.0% | -13.5% | -5.0% |
| 3M | -8.0% | +2.5% | -10.5% | -8.9% |
| 6M | -4.1% | +29.1% | -33.2% | -12.7% |
| YTD | +11.9% | -10.1% | +22.0% | +16.2% |
| 1Y | +15.0% | -9.8% | +24.9% | +19.1% |
| 3Y | +64.2% | +23.3% | +41.0% | +41.4% |
| All | +20.0% | -2.1% | +22.1% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling