+5.5%
IYR vs ABCL
-41.3%
+46.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -1.2% | +0.7% | -2.0% | -1.3% |
| 30D | -2.9% | +93.1% | -95.9% | -8.1% |
| 3M | +0.8% | +79.4% | -78.6% | -4.6% |
| 6M | +1.9% | +214.9% | -213.0% | -8.7% |
| YTD | +9.6% | +234.2% | -224.6% | -2.9% |
| 1Y | +8.1% | +174.8% | -166.7% | -3.4% |
| 3Y | +29.2% | +104.5% | -75.3% | +14.7% |
| All | +5.5% | -41.3% | +46.7% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling