+187.4%
ABBV vs ITOT
+74.3%
+113.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | +0.3% | -0.9% | +1.2% | +0.5% |
| 30D | +3.4% | -1.5% | +4.8% | +3.8% |
| 3M | +15.2% | +3.6% | +11.6% | +13.9% |
| 6M | +14.7% | +13.7% | +1.0% | +10.0% |
| YTD | +15.2% | +12.9% | +2.3% | +10.6% |
| 1Y | +20.4% | +17.2% | +3.2% | +14.1% |
| 3Y | +91.3% | +75.6% | +15.7% | +58.8% |
| All | +187.4% | +74.3% | +113.1% | +133.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling