+504.9%
ABBV vs ITOT
+303.4%
+201.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | +0.3% | -0.9% | +1.2% | +0.8% |
| 30D | +3.4% | -1.5% | +4.8% | +4.2% |
| 3M | +15.2% | +3.6% | +11.6% | +12.6% |
| 6M | +14.7% | +13.7% | +1.0% | +5.9% |
| YTD | +15.2% | +12.9% | +2.3% | +6.6% |
| 1Y | +20.4% | +17.2% | +3.2% | +8.8% |
| 3Y | +91.3% | +75.6% | +15.7% | +32.7% |
| 5Y | +189.6% | +75.5% | +114.1% | +96.8% |
| All | +504.9% | +303.4% | +201.4% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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