+31.1%
ABBV vs IRE
-97.8%
+128.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -13.5% | +13.3% | -0.5% |
| 7D | +2.2% | +11.1% | -9.0% | +2.6% |
| 30D | +8.0% | -75.2% | +83.1% | +5.0% |
| 3M | +19.1% | -86.4% | +105.5% | +14.5% |
| 6M | +43.5% | -94.8% | +138.4% | +37.7% |
| YTD | +32.7% | -93.3% | +126.0% | +30.3% |
| 1Y | +30.0% | -97.5% | +127.5% | +25.2% |
| All | +31.1% | -97.8% | +128.9% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 3y: compounded portfolio wealth divided by compounded IRE 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…
3y analysis · Full analysis span regression · 6 months rolling