+5.4%
IYR vs ABCL
-21.8%
+27.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.7% | -7.3% | -1.1% |
| 7D | +2.0% | -3.2% | +5.1% | +2.1% |
| 30D | +8.2% | -7.4% | +15.6% | +8.5% |
| 3M | -1.7% | +81.9% | -83.7% | -7.2% |
| 6M | -0.4% | +135.7% | -136.1% | -9.0% |
| YTD | +9.9% | +247.4% | -237.5% | -4.0% |
| 1Y | +10.4% | +162.3% | -151.8% | -1.2% |
| 3Y | +38.4% | +165.5% | -127.0% | +18.6% |
| All | +5.4% | -21.8% | +27.2% | -1.7% |
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