+39.1%
IWM vs ABT
-6.8%
+46.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +0.1% | -3.7% | +3.8% | +1.2% |
| 30D | -1.3% | +2.5% | -3.7% | -2.1% |
| 3M | +1.6% | +20.2% | -18.6% | -4.7% |
| 6M | +13.6% | -2.9% | +16.5% | +14.8% |
| YTD | +20.8% | -11.9% | +32.7% | +26.2% |
| 1Y | +26.4% | -16.5% | +43.0% | +34.7% |
| 3Y | +60.7% | +12.1% | +48.6% | +46.1% |
| All | +39.1% | -6.8% | +46.0% | +33.5% |
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 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