+1,129.0%
ABBV vs IFF
+69.8%
+1,059.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.2% |
| 7D | -4.1% | -3.0% | -1.1% | -3.4% |
| 30D | +1.2% | -0.9% | +2.1% | +1.4% |
| 3M | +12.1% | +11.8% | +0.3% | +8.9% |
| 6M | +12.0% | +16.5% | -4.5% | +6.9% |
| YTD | +12.4% | +26.5% | -14.1% | +5.0% |
| 1Y | +22.9% | +32.7% | -9.8% | +13.2% |
| 3Y | +86.8% | +32.0% | +54.7% | +69.3% |
| 5Y | +181.0% | -36.1% | +217.1% | +200.8% |
| 10Y | +497.0% | -20.1% | +517.0% | +449.0% |
| All | +1,129.0% | +69.8% | +1,059.2% | +636.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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