+187.4%
ABBV vs IJR
+39.9%
+147.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +0.3% | -2.2% | +2.4% | +0.7% |
| 30D | +3.4% | -4.6% | +8.0% | +4.4% |
| 3M | +15.2% | +0.2% | +15.0% | +15.1% |
| 6M | +14.7% | +14.7% | 0.0% | +11.0% |
| YTD | +15.2% | +18.9% | -3.7% | +10.5% |
| 1Y | +20.4% | +19.9% | +0.4% | +15.1% |
| 3Y | +91.3% | +53.0% | +38.3% | +71.1% |
| All | +187.4% | +39.9% | +147.5% | +154.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 5y: compounded portfolio wealth divided by compounded IJR 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…
5y analysis · Full analysis span regression · 6 months rolling