+66.3%
IBIT vs ABBV
+67.8%
-1.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.1% |
| 7D | +1.1% | -4.1% | +5.3% | +0.6% |
| 30D | +22.2% | +1.2% | +21.1% | +22.5% |
| 3M | +26.0% | +12.1% | +13.9% | +28.0% |
| 6M | +13.2% | +12.0% | +1.2% | +14.9% |
| YTD | -10.8% | +12.4% | -23.2% | -9.2% |
| 1Y | -29.9% | +22.9% | -52.9% | -27.6% |
| All | +66.3% | +67.8% | -1.4% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV 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 ABBV 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