+56.5%
IBIT vs ABBV
+97.7%
-41.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -5.4% | +2.8% | -8.1% | -5.1% |
| 30D | -10.5% | +7.0% | -17.4% | -9.7% |
| 3M | +15.0% | +19.2% | -4.2% | +17.6% |
| 6M | -8.3% | +47.8% | -56.0% | -3.7% |
| YTD | -16.1% | +32.5% | -48.5% | -12.8% |
| 1Y | -30.8% | +38.4% | -69.1% | -27.6% |
| All | +56.5% | +97.7% | -41.2% | +77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling