+134.4%
ABBV vs IOT
+54.1%
+80.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +0.3% | -4.5% | +4.8% | +0.3% |
| 30D | +3.4% | -2.4% | +5.8% | +3.4% |
| 3M | +15.2% | +19.0% | -3.8% | +15.1% |
| 6M | +14.7% | +19.6% | -5.0% | +14.5% |
| YTD | +15.2% | +8.3% | +6.9% | +15.2% |
| 1Y | +20.4% | -0.8% | +21.2% | +20.4% |
| 3Y | +91.3% | +24.4% | +66.9% | +90.2% |
| All | +134.4% | +54.1% | +80.2% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 10y: compounded portfolio wealth divided by compounded IOT 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…
10y analysis · Full analysis span regression · 6 months rolling