+89.8%
ABBV vs ITOT
+74.3%
+15.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.3% | +1.8% |
| 7D | -2.0% | -2.0% | 0.0% | -1.5% |
| 30D | +2.0% | -2.0% | +3.9% | +2.5% |
| 3M | +14.2% | +4.5% | +9.6% | +12.4% |
| 6M | +14.1% | +12.6% | +1.4% | +9.3% |
| YTD | +14.2% | +12.0% | +2.2% | +9.6% |
| 1Y | +24.2% | +17.3% | +7.0% | +17.0% |
| All | +89.8% | +74.3% | +15.5% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling