+808.3%
IWM vs ABT
+999.7%
-191.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +0.1% | -3.7% | +3.8% | +1.6% |
| 30D | -1.3% | +2.5% | -3.7% | -2.3% |
| 3M | +1.6% | +20.2% | -18.6% | -6.5% |
| 6M | +13.6% | -2.9% | +16.5% | +13.8% |
| YTD | +20.8% | -11.9% | +32.7% | +25.4% |
| 1Y | +26.4% | -16.5% | +43.0% | +34.0% |
| 3Y | +60.7% | +12.1% | +48.6% | +47.3% |
| 5Y | +38.2% | -7.4% | +45.6% | +36.4% |
| 10Y | +169.5% | +210.7% | -41.2% | +55.1% |
| All | +808.3% | +999.7% | -191.4% | +256.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling