+201.6%
ABBV vs IEF
-8.1%
+209.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +1.3% | -2.0% | +3.3% | +1.7% |
| 30D | +4.7% | +0.7% | +4.0% | +4.6% |
| 3M | +18.3% | -2.5% | +20.8% | +18.9% |
| 6M | +43.4% | -2.6% | +45.9% | +44.1% |
| YTD | +33.0% | -3.2% | +36.2% | +33.8% |
| 1Y | +30.8% | -3.0% | +33.8% | +31.6% |
| 3Y | +135.1% | +10.5% | +124.6% | +134.2% |
| All | +201.6% | -8.1% | +209.7% | +180.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling