+91.3%
ABBV vs IJH
+49.7%
+41.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | +0.3% | -1.9% | +2.1% | +0.7% |
| 30D | +3.4% | -4.6% | +8.0% | +4.6% |
| 3M | +15.2% | -1.2% | +16.4% | +15.4% |
| 6M | +14.7% | +9.4% | +5.3% | +11.3% |
| YTD | +15.2% | +13.3% | +1.9% | +10.3% |
| 1Y | +20.4% | +13.4% | +7.0% | +15.2% |
| 3Y | +91.3% | +50.4% | +40.9% | +64.1% |
| All | +91.3% | +49.7% | +41.6% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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