+9.0%
IYR vs ABCL
+201.0%
-192.0%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | -0.1% |
| 7D | -1.2% | -2.7% | +1.5% | -1.2% |
| 30D | +6.1% | -5.4% | +11.5% | +6.1% |
| 3M | +0.9% | +22.4% | -21.5% | +0.5% |
| 6M | +1.2% | +127.6% | -126.5% | -1.5% |
| YTD | +11.1% | +249.4% | -238.3% | +3.7% |
| 1Y | +9.0% | +198.0% | -189.0% | +3.6% |
| All | +9.0% | +201.0% | -192.0% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling