+1,156.2%
ABBV vs IAU
+153.8%
+1,002.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.5% |
| 7D | +0.4% | -0.5% | +0.9% | +0.4% |
| 30D | +4.2% | +4.4% | -0.3% | +4.3% |
| 3M | +14.8% | -1.1% | +15.9% | +14.8% |
| 6M | +10.3% | -13.7% | +24.0% | +9.8% |
| YTD | +14.9% | +2.7% | +12.2% | +15.3% |
| 1Y | +24.1% | +24.6% | -0.5% | +25.5% |
| 3Y | +91.9% | +126.8% | -34.9% | +100.3% |
| 5Y | +176.0% | +139.5% | +36.6% | +188.9% |
| 10Y | +502.9% | +226.3% | +276.7% | +559.6% |
| All | +1,156.2% | +153.8% | +1,002.4% | +1,313.4% |
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