+135.1%
ABBV vs IEF
+10.9%
+124.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +1.3% | -2.0% | +3.3% | +2.1% |
| 30D | +4.7% | +0.7% | +4.0% | +4.4% |
| 3M | +18.3% | -2.5% | +20.8% | +19.6% |
| 6M | +43.4% | -2.6% | +45.9% | +45.0% |
| YTD | +33.0% | -3.2% | +36.2% | +35.0% |
| 1Y | +30.8% | -3.0% | +33.8% | +32.7% |
| 3Y | +135.1% | +10.5% | +124.6% | +138.2% |
| All | +135.1% | +10.9% | +124.2% | +138.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling