+485.4%
ABBV vs IWD
+195.2%
+290.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.5% |
| 7D | -4.3% | -0.2% | -4.1% | -4.2% |
| 30D | +1.1% | -0.8% | +1.9% | +1.7% |
| 3M | +12.3% | +8.0% | +4.3% | +6.6% |
| 6M | +9.8% | +18.2% | -8.4% | -2.0% |
| YTD | +11.5% | +22.3% | -10.9% | -3.0% |
| 1Y | +22.3% | +28.9% | -6.6% | +2.7% |
| 3Y | +85.2% | +71.5% | +13.6% | +27.6% |
| 5Y | +170.8% | +73.6% | +97.2% | +82.4% |
| 10Y | +485.4% | +194.7% | +290.7% | +152.9% |
| All | +485.4% | +195.2% | +290.3% | +152.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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