+504.9%
ABBV vs IEFA
+148.3%
+356.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.3% |
| 7D | +0.3% | -1.6% | +1.8% | +1.1% |
| 30D | +3.4% | -1.5% | +4.9% | +4.1% |
| 3M | +15.2% | +3.4% | +11.8% | +12.9% |
| 6M | +14.7% | +9.5% | +5.2% | +8.6% |
| YTD | +15.2% | +13.0% | +2.1% | +6.9% |
| 1Y | +20.4% | +18.0% | +2.4% | +9.0% |
| 3Y | +91.3% | +65.4% | +26.0% | +41.8% |
| 5Y | +189.6% | +51.6% | +138.0% | +124.9% |
| All | +504.9% | +148.3% | +356.5% | +229.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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