+499.9%
ABBV vs IWF
+418.7%
+81.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.6% | +2.0% |
| 7D | -2.0% | -1.7% | -0.3% | -1.3% |
| 30D | +2.0% | -1.8% | +3.8% | +2.7% |
| 3M | +14.2% | +1.5% | +12.7% | +12.8% |
| 6M | +14.1% | +7.7% | +6.4% | +9.5% |
| YTD | +14.2% | +2.7% | +11.5% | +11.9% |
| 1Y | +24.2% | +6.8% | +17.5% | +19.2% |
| 3Y | +89.8% | +76.9% | +12.9% | +39.1% |
| 5Y | +187.2% | +73.4% | +113.8% | +107.9% |
| All | +499.9% | +418.7% | +81.2% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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