+181.0%
ABBV vs IBN
+54.0%
+127.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.1% |
| 7D | -4.1% | -5.1% | +1.0% | -3.3% |
| 30D | +1.2% | -3.5% | +4.7% | +1.8% |
| 3M | +12.1% | +11.3% | +0.8% | +10.2% |
| 6M | +12.0% | +4.4% | +7.6% | +11.1% |
| YTD | +12.4% | -1.8% | +14.2% | +12.4% |
| 1Y | +22.9% | -8.0% | +30.9% | +24.0% |
| 3Y | +86.8% | +27.1% | +59.7% | +79.6% |
| 5Y | +181.0% | +54.5% | +126.5% | +160.1% |
| All | +181.0% | +54.0% | +127.0% | +160.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 5y: compounded portfolio wealth divided by compounded IBN 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…
5y analysis · Full analysis span regression · 6 months rolling