+187.2%
ABBV vs IWF
+71.2%
+116.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.6% | +1.7% |
| 7D | -2.0% | -1.7% | -0.3% | -1.8% |
| 30D | +2.0% | -1.8% | +3.8% | +2.2% |
| 3M | +14.2% | +1.5% | +12.7% | +13.7% |
| 6M | +14.1% | +7.7% | +6.4% | +12.3% |
| YTD | +14.2% | +2.7% | +11.5% | +13.3% |
| 1Y | +24.2% | +6.8% | +17.5% | +22.3% |
| 3Y | +89.8% | +76.9% | +12.9% | +68.8% |
| 5Y | +187.2% | +73.4% | +113.8% | +148.8% |
| All | +187.2% | +71.2% | +116.0% | +148.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling