+499.9%
ABBV vs IAU
+218.5%
+281.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.7% |
| 7D | -2.0% | -3.4% | +1.4% | -2.0% |
| 30D | +2.0% | -1.1% | +3.1% | +2.0% |
| 3M | +14.2% | +5.8% | +8.3% | +14.1% |
| 6M | +14.1% | -16.9% | +31.0% | +14.4% |
| YTD | +14.2% | +0.1% | +14.1% | +14.2% |
| 1Y | +24.2% | +18.4% | +5.8% | +23.8% |
| 3Y | +89.8% | +123.6% | -33.8% | +88.5% |
| 5Y | +187.2% | +138.7% | +48.4% | +184.2% |
| All | +499.9% | +218.5% | +281.4% | +519.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IAU 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling