+200.6%
ABBV vs IAG
+427.4%
-226.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.1% | +5.0% | -0.1% |
| 7D | +2.2% | -2.1% | +4.2% | +2.2% |
| 30D | +8.0% | -6.2% | +14.2% | +8.1% |
| 3M | +19.1% | -5.1% | +24.2% | +19.1% |
| 6M | +43.5% | -10.0% | +53.5% | +43.6% |
| YTD | +32.7% | +3.9% | +28.8% | +32.0% |
| 1Y | +30.0% | +18.9% | +11.2% | +28.8% |
| 3Y | +134.7% | +651.8% | -517.0% | +120.2% |
| 5Y | +200.6% | +416.3% | -215.6% | +182.8% |
| All | +200.6% | +427.4% | -226.7% | +182.8% |
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 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