-7.5%
IGV vs ABBV
+43.0%
-50.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +1.3% |
| 7D | -7.5% | +3.1% | -10.6% | -7.0% |
| 30D | -5.6% | +11.6% | -17.2% | -4.1% |
| 3M | +1.5% | +21.7% | -20.1% | +4.4% |
| 6M | +17.1% | +43.5% | -26.4% | +23.7% |
| YTD | -2.0% | +32.9% | -34.9% | +3.1% |
| 1Y | -7.5% | +40.7% | -48.2% | -2.6% |
| All | -7.5% | +43.0% | -50.5% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling