+363.6%
IGV vs ABBV
+599.4%
-235.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +2.3% | +1.3% | +1.1% | +2.0% |
| 30D | -6.0% | +4.7% | -10.7% | -7.2% |
| 3M | -4.8% | +18.3% | -23.1% | -9.1% |
| 6M | +14.2% | +43.4% | -29.2% | +3.1% |
| YTD | -4.2% | +33.0% | -37.2% | -12.2% |
| 1Y | -5.3% | +30.8% | -36.1% | -12.8% |
| 3Y | +38.8% | +135.1% | -96.3% | +2.9% |
| 5Y | +14.2% | +201.2% | -187.0% | -24.4% |
| All | +363.6% | +599.4% | -235.8% | +130.0% |
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