+201.6%
ABBV vs IVZ
+36.0%
+165.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | 0.0% |
| 7D | +1.3% | +7.6% | -6.3% | +0.6% |
| 30D | +4.7% | +4.3% | +0.4% | +4.3% |
| 3M | +18.3% | -9.3% | +27.7% | +19.2% |
| 6M | +43.4% | +5.2% | +38.1% | +42.2% |
| YTD | +33.0% | +13.4% | +19.5% | +30.4% |
| 1Y | +30.8% | +25.4% | +5.4% | +26.8% |
| 3Y | +135.1% | +152.5% | -17.4% | +107.2% |
| All | +201.6% | +36.0% | +165.6% | +180.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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