+504.9%
ABBV vs IEF
+3.8%
+501.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +0.3% | -1.3% | +1.6% | -0.1% |
| 30D | +3.4% | -1.7% | +5.1% | +2.9% |
| 3M | +15.2% | -2.5% | +17.7% | +14.5% |
| 6M | +14.7% | -3.3% | +17.9% | +13.7% |
| YTD | +15.2% | -2.8% | +18.0% | +14.4% |
| 1Y | +20.4% | -2.7% | +23.1% | +19.6% |
| 3Y | +91.3% | +8.9% | +82.4% | +98.0% |
| 5Y | +189.6% | -9.4% | +199.0% | +152.0% |
| All | +504.9% | +3.8% | +501.1% | +492.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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