+1,351.1%
ABBV vs IAU
+121.5%
+1,229.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | -0.3% |
| 7D | +2.2% | -5.5% | +7.6% | +2.0% |
| 30D | +8.0% | -7.0% | +15.0% | +7.7% |
| 3M | +19.1% | -12.3% | +31.4% | +18.7% |
| 6M | +43.5% | -17.9% | +61.5% | +42.8% |
| YTD | +32.7% | -10.3% | +43.0% | +32.6% |
| 1Y | +30.0% | -7.9% | +37.9% | +30.1% |
| 3Y | +134.7% | +98.7% | +36.1% | +144.1% |
| 5Y | +200.6% | +105.0% | +95.6% | +212.8% |
| 10Y | +601.3% | +207.7% | +393.7% | +671.9% |
| All | +1,351.1% | +121.5% | +1,229.6% | +1,526.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling