+134.8%
ABBV vs IWD
+84.1%
+50.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | -0.5% |
| 7D | +1.5% | +1.3% | +0.3% | +0.8% |
| 30D | +6.7% | +3.6% | +3.2% | +4.5% |
| 3M | +19.9% | +2.3% | +17.6% | +18.3% |
| 6M | +47.5% | +13.0% | +34.4% | +36.9% |
| YTD | +32.2% | +26.2% | +6.0% | +14.2% |
| 1Y | +37.8% | +30.5% | +7.4% | +16.5% |
| 3Y | +134.8% | +86.2% | +48.6% | +71.9% |
| All | +134.8% | +84.1% | +50.7% | +71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling