+1,129.0%
ABBV vs IJR
+332.1%
+796.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +1.9% | +1.3% |
| 7D | -4.1% | -1.1% | -3.0% | -3.7% |
| 30D | +1.2% | -3.6% | +4.8% | +2.8% |
| 3M | +12.1% | +2.3% | +9.8% | +10.8% |
| 6M | +12.0% | +14.3% | -2.3% | +5.2% |
| YTD | +12.4% | +19.3% | -6.9% | +3.3% |
| 1Y | +22.9% | +22.6% | +0.3% | +11.4% |
| 3Y | +86.8% | +53.5% | +33.2% | +49.0% |
| 5Y | +181.0% | +39.9% | +141.1% | +128.7% |
| 10Y | +497.0% | +172.1% | +324.9% | +194.9% |
| All | +1,129.0% | +332.1% | +796.9% | +350.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling