+40.4%
IYR vs ABCL
-81.3%
+121.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.1% |
| 3M | +0.8% | +79.4% | -78.6% | -3.5% |
| 6M | +1.9% | +214.9% | -213.0% | -6.5% |
| YTD | +9.6% | +234.2% | -224.6% | -0.3% |
| 1Y | +8.1% | +174.8% | -166.7% | -1.0% |
| 3Y | +29.2% | +104.5% | -75.3% | +17.2% |
| 5Y | +4.3% | -39.0% | +43.3% | -3.4% |
| All | +40.4% | -81.3% | +121.7% | +32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling