+602.8%
ABBV vs IAU
+210.5%
+392.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | -0.1% |
| 7D | +2.2% | -5.5% | +7.6% | +2.2% |
| 30D | +8.0% | -7.0% | +15.0% | +8.1% |
| 3M | +19.1% | -12.3% | +31.4% | +19.3% |
| 6M | +43.5% | -17.9% | +61.5% | +44.0% |
| YTD | +32.7% | -10.3% | +43.0% | +32.9% |
| 1Y | +30.0% | -7.9% | +37.9% | +30.1% |
| 3Y | +134.7% | +98.7% | +36.1% | +133.0% |
| 5Y | +200.6% | +105.0% | +95.6% | +196.8% |
| All | +602.8% | +210.5% | +392.2% | +608.8% |
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