+504.9%
ABBV vs IBKR
+1,011.6%
-506.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.5% |
| 7D | +0.3% | -1.3% | +1.6% | +0.5% |
| 30D | +3.4% | -0.2% | +3.6% | +3.2% |
| 3M | +15.2% | +3.0% | +12.3% | +14.0% |
| 6M | +14.7% | +33.9% | -19.2% | +8.0% |
| YTD | +15.2% | +42.5% | -27.3% | +6.7% |
| 1Y | +20.4% | +44.9% | -24.5% | +10.6% |
| 3Y | +91.3% | +293.0% | -201.7% | +36.9% |
| 5Y | +189.6% | +497.7% | -308.1% | +80.2% |
| All | +504.9% | +1,011.6% | -506.8% | +190.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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