+1,351.1%
ABBV vs IOVA
-61.8%
+1,413.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.7% | +5.5% | 0.0% |
| 7D | +2.2% | -1.4% | +3.6% | +2.2% |
| 30D | +8.0% | -47.4% | +55.4% | +9.3% |
| 3M | +19.1% | +13.2% | +5.9% | +18.1% |
| 6M | +43.5% | +114.3% | -70.8% | +39.6% |
| YTD | +32.7% | +179.5% | -146.8% | +27.9% |
| 1Y | +30.0% | +200.4% | -170.4% | +25.0% |
| 3Y | +134.7% | +92.2% | +42.6% | +123.1% |
| 5Y | +200.7% | -63.8% | +264.4% | +191.2% |
| 10Y | +601.3% | +0.4% | +600.9% | +558.0% |
| All | +1,351.1% | -61.8% | +1,413.0% | +1,179.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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