+126.8%
ABBV vs IOT
+61.2%
+65.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -4.3% | +2.8% | -7.1% | -4.3% |
| 30D | +1.1% | -1.8% | +2.9% | +1.1% |
| 3M | +12.3% | +17.9% | -5.6% | +12.2% |
| 6M | +9.8% | +13.5% | -3.8% | +9.7% |
| YTD | +11.5% | +13.3% | -1.8% | +11.4% |
| 1Y | +22.3% | -3.3% | +25.6% | +22.4% |
| 3Y | +85.2% | +31.3% | +53.8% | +83.9% |
| All | +126.8% | +61.2% | +65.5% | +122.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling