+1,129.0%
ABBV vs IJH
+336.1%
+792.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +1.9% | +1.4% |
| 7D | -4.1% | -0.7% | -3.4% | -3.8% |
| 30D | +1.2% | -3.8% | +5.0% | +3.2% |
| 3M | +12.1% | 0.0% | +12.1% | +11.8% |
| 6M | +12.0% | +8.8% | +3.3% | +6.8% |
| YTD | +12.4% | +13.5% | -1.1% | +4.4% |
| 1Y | +22.9% | +15.4% | +7.5% | +13.0% |
| 3Y | +86.8% | +50.9% | +35.8% | +45.6% |
| 5Y | +181.0% | +47.8% | +133.2% | +115.3% |
| 10Y | +497.0% | +183.1% | +313.9% | +168.9% |
| All | +1,129.0% | +336.1% | +792.9% | +318.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling