+38.9%
IGV vs ABBV
+87.0%
-48.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | -1.5% | -4.1% | +2.6% | -1.4% |
| 30D | -3.0% | +1.2% | -4.2% | -3.1% |
| 3M | +9.6% | +12.1% | -2.5% | +9.1% |
| 6M | +16.1% | +12.0% | +4.1% | +15.8% |
| YTD | -3.6% | +12.4% | -16.0% | -4.0% |
| 1Y | -7.8% | +22.9% | -30.8% | -9.3% |
| All | +38.9% | +87.0% | -48.1% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling