+22.9%
ABBV vs IWD
+28.3%
-5.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.1% |
| 7D | -4.1% | -1.2% | -3.0% | -3.7% |
| 30D | +1.2% | -1.6% | +2.8% | +1.8% |
| 3M | +12.1% | +7.0% | +5.1% | +9.6% |
| 6M | +12.0% | +17.0% | -4.9% | +5.7% |
| YTD | +12.4% | +21.6% | -9.2% | +3.7% |
| 1Y | +22.9% | +28.0% | -5.1% | +8.4% |
| All | +22.9% | +28.3% | -5.4% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling