+30.8%
ABBV vs IAG
+19.6%
+11.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.2% |
| 7D | +1.3% | -7.7% | +9.0% | +1.3% |
| 30D | +4.7% | +1.6% | +3.1% | +4.7% |
| 3M | +18.3% | -2.4% | +20.8% | +18.3% |
| 6M | +43.4% | -7.8% | +51.2% | +43.6% |
| YTD | +33.0% | +5.0% | +28.0% | +32.8% |
| 1Y | +30.8% | +25.7% | +5.1% | +31.8% |
| All | +30.8% | +19.6% | +11.2% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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