-9.8%
IGV vs ABBV
+25.1%
-34.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.4% |
| 7D | -5.4% | -2.0% | -3.4% | -5.6% |
| 30D | -2.6% | +2.0% | -4.6% | -2.4% |
| 3M | +10.5% | +14.2% | -3.6% | +12.8% |
| 6M | +18.2% | +14.1% | +4.1% | +21.3% |
| YTD | -4.2% | +14.2% | -18.5% | -1.7% |
| 1Y | -9.8% | +24.2% | -34.0% | -6.8% |
| All | -9.8% | +25.1% | -34.9% | -6.8% |
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