+1,118.6%
ABBV vs IEFA
+189.5%
+929.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.7% |
| 7D | -4.3% | +1.2% | -5.5% | -4.9% |
| 30D | +1.1% | -0.6% | +1.7% | +1.4% |
| 3M | +12.3% | +6.2% | +6.1% | +8.2% |
| 6M | +9.8% | +11.2% | -1.4% | +2.6% |
| YTD | +11.5% | +14.2% | -2.7% | +2.3% |
| 1Y | +22.3% | +20.0% | +2.2% | +8.8% |
| 3Y | +85.2% | +68.8% | +16.4% | +32.6% |
| 5Y | +170.8% | +52.7% | +118.2% | +104.3% |
| 10Y | +485.4% | +144.2% | +341.2% | +208.8% |
| All | +1,118.6% | +189.5% | +929.1% | +473.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling