+1,354.0%
ABBV vs IAG
+50.5%
+1,303.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +43.4% |
| YTD | +33.0% | +5.0% | +28.0% | +32.8% |
| 1Y | +30.8% | +25.7% | +5.1% | +30.4% |
| 3Y | +135.1% | +694.5% | -559.4% | +131.8% |
| 5Y | +201.2% | +421.7% | -220.4% | +196.1% |
| 10Y | +602.7% | +382.5% | +220.2% | +597.9% |
| All | +1,354.0% | +50.5% | +1,303.5% | +1,241.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling