+40.3%
IYR vs ABCL
-81.2%
+121.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.4% | +1.4% | -1.8% | -0.5% |
| 30D | -2.5% | +65.1% | -67.6% | -5.8% |
| 3M | +1.5% | +111.1% | -109.6% | -3.9% |
| 6M | +3.9% | +231.6% | -227.7% | -5.0% |
| YTD | +9.5% | +234.5% | -225.0% | -0.4% |
| 1Y | +7.5% | +174.3% | -166.9% | -1.5% |
| 3Y | +30.8% | +111.5% | -80.7% | +18.4% |
| 5Y | +4.8% | -37.3% | +42.1% | -2.9% |
| All | +40.3% | -81.2% | +121.6% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling