+86.7%
ABBV vs IAG
+817.0%
-730.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.3% | +0.8% |
| 7D | -4.1% | +1.7% | -5.8% | -4.2% |
| 30D | +1.2% | +11.4% | -10.3% | +0.9% |
| 3M | +12.1% | +33.0% | -20.9% | +11.3% |
| 6M | +12.0% | -6.0% | +18.0% | +12.0% |
| YTD | +12.4% | +24.6% | -12.2% | +11.5% |
| 1Y | +22.9% | +105.0% | -82.0% | +20.3% |
| All | +86.7% | +817.0% | -730.2% | +77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling