+182.6%
ABBV vs IWD
+73.6%
+109.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.1% |
| 7D | +0.4% | -0.3% | +0.7% | +0.5% |
| 30D | +4.2% | +0.6% | +3.6% | +3.9% |
| 3M | +14.8% | +7.2% | +7.6% | +10.6% |
| 6M | +10.3% | +16.2% | -5.9% | +1.7% |
| YTD | +14.9% | +23.3% | -8.4% | +2.5% |
| 1Y | +24.1% | +29.6% | -5.4% | +7.7% |
| 3Y | +91.9% | +70.5% | +21.5% | +44.8% |
| All | +182.6% | +73.6% | +109.0% | +107.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling