+187.2%
ABBV vs IAG
+796.9%
-609.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.7% |
| 7D | -2.0% | -4.1% | +2.1% | -1.9% |
| 30D | +2.0% | +10.6% | -8.7% | +1.7% |
| 3M | +14.2% | +35.4% | -21.2% | +13.3% |
| 6M | +14.1% | -9.5% | +23.6% | +14.1% |
| YTD | +14.2% | +21.8% | -7.6% | +13.4% |
| 1Y | +24.2% | +84.1% | -59.9% | +22.0% |
| 3Y | +89.8% | +817.4% | -727.6% | +79.1% |
| 5Y | +187.2% | +830.1% | -642.9% | +170.9% |
| All | +187.2% | +796.9% | -609.7% | +170.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling