+604.1%
ABBV vs ICE
+259.6%
+344.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +1.3% | +3.6% | -2.3% | 0.0% |
| 30D | +4.7% | +15.1% | -10.4% | -0.3% |
| 3M | +18.3% | +15.4% | +3.0% | +12.4% |
| 6M | +43.4% | +16.1% | +27.3% | +35.6% |
| YTD | +33.0% | +11.4% | +21.6% | +26.7% |
| 1Y | +30.8% | +18.5% | +12.4% | +21.7% |
| 3Y | +135.1% | +70.5% | +64.6% | +89.3% |
| 5Y | +201.2% | +40.9% | +160.3% | +158.1% |
| All | +604.1% | +259.6% | +344.5% | +291.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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