+604.1%
ABBV vs IP
+20.8%
+583.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | +1.3% | -0.3% | +1.6% | +1.3% |
| 30D | +4.7% | +7.9% | -3.2% | +3.0% |
| 3M | +18.3% | -15.3% | +33.7% | +22.0% |
| 6M | +43.4% | +10.5% | +32.9% | +39.3% |
| YTD | +33.0% | -9.4% | +42.4% | +33.3% |
| 1Y | +30.8% | -4.6% | +35.4% | +29.4% |
| 3Y | +135.1% | +21.2% | +113.9% | +109.5% |
| 5Y | +201.2% | -13.3% | +214.6% | +190.0% |
| All | +604.1% | +20.8% | +583.3% | +549.0% |
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