+603.7%
ABBV vs IP
+31.6%
+572.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.1% |
| 7D | +1.5% | -3.0% | +4.6% | +2.2% |
| 30D | +6.7% | +10.6% | -3.9% | +4.5% |
| 3M | +19.9% | -13.6% | +33.5% | +23.2% |
| 6M | +47.5% | +10.4% | +37.0% | +43.4% |
| YTD | +32.2% | -6.5% | +38.7% | +31.7% |
| 1Y | +37.8% | -2.1% | +40.0% | +35.7% |
| 3Y | +134.8% | +22.0% | +112.8% | +109.4% |
| 5Y | +203.0% | -9.7% | +212.7% | +189.1% |
| 10Y | +603.7% | +26.8% | +576.9% | +520.9% |
| All | +603.7% | +31.6% | +572.1% | +520.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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