+1,156.2%
ABBV vs IWF
+743.0%
+413.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +0.4% | +0.5% | -0.2% | +0.1% |
| 30D | +4.2% | -0.4% | +4.6% | +4.3% |
| 3M | +14.8% | -2.6% | +17.4% | +15.5% |
| 6M | +10.3% | +9.1% | +1.1% | +4.3% |
| YTD | +14.9% | +4.5% | +10.4% | +11.0% |
| 1Y | +24.1% | +10.1% | +14.1% | +16.2% |
| 3Y | +91.9% | +77.6% | +14.3% | +32.2% |
| 5Y | +176.0% | +73.7% | +102.3% | +87.0% |
| 10Y | +502.9% | +411.5% | +91.4% | +39.7% |
| All | +1,156.2% | +743.0% | +413.2% | +69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling