+1,156.2%
ABBV vs IWD
+364.5%
+791.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.0% |
| 7D | +0.4% | -0.3% | +0.7% | +0.6% |
| 30D | +4.2% | +0.6% | +3.6% | +3.7% |
| 3M | +14.8% | +7.2% | +7.6% | +9.0% |
| 6M | +10.3% | +16.2% | -5.9% | -1.4% |
| YTD | +14.9% | +23.3% | -8.4% | -1.9% |
| 1Y | +24.1% | +29.6% | -5.4% | +2.2% |
| 3Y | +91.9% | +70.5% | +21.5% | +28.2% |
| 5Y | +176.0% | +73.5% | +102.6% | +78.8% |
| 10Y | +502.9% | +198.3% | +304.6% | +137.4% |
| All | +1,156.2% | +364.5% | +791.7% | +240.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling