+1,354.0%
ABBV vs IVZ
+91.2%
+1,262.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.3% |
| 7D | +1.3% | +7.6% | -6.3% | -0.2% |
| 30D | +4.7% | +4.3% | +0.4% | +3.7% |
| 3M | +18.3% | -9.3% | +27.7% | +20.3% |
| 6M | +43.4% | +5.2% | +38.1% | +40.8% |
| YTD | +33.0% | +13.4% | +19.5% | +27.6% |
| 1Y | +30.8% | +25.4% | +5.4% | +22.7% |
| 3Y | +135.1% | +152.5% | -17.4% | +83.6% |
| 5Y | +201.2% | +36.7% | +164.5% | +163.7% |
| 10Y | +602.7% | +45.0% | +557.7% | +487.4% |
| All | +1,354.0% | +91.2% | +1,262.8% | +1,023.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling