+490.3%
ABBV vs IAU
+224.0%
+266.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | -4.1% | +0.2% | -4.3% | -4.1% |
| 30D | +1.2% | +0.2% | +1.0% | +1.2% |
| 3M | +12.1% | +3.3% | +8.8% | +12.1% |
| 6M | +12.0% | -14.6% | +26.6% | +12.3% |
| YTD | +12.4% | +1.9% | +10.5% | +12.4% |
| 1Y | +22.9% | +20.9% | +2.1% | +22.5% |
| 3Y | +86.8% | +127.5% | -40.7% | +85.4% |
| 5Y | +181.0% | +141.9% | +39.1% | +178.0% |
| All | +490.3% | +224.0% | +266.2% | +509.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling