+356.3%
IGV vs ABBV
+510.4%
-154.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.0% |
| 7D | -5.4% | -2.0% | -3.4% | -4.9% |
| 30D | -2.6% | +2.0% | -4.6% | -3.2% |
| 3M | +10.5% | +14.2% | -3.6% | +6.3% |
| 6M | +18.2% | +14.1% | +4.1% | +13.3% |
| YTD | -4.2% | +14.2% | -18.5% | -8.5% |
| 1Y | -9.8% | +24.2% | -34.0% | -16.3% |
| 3Y | +39.1% | +89.8% | -50.7% | +10.2% |
| 5Y | +21.2% | +187.2% | -166.0% | -19.1% |
| All | +356.3% | +510.4% | -154.1% | +148.7% |
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