+21.2%
IGV vs ABBV
+185.0%
-163.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.7% |
| 7D | -5.4% | -2.0% | -3.4% | -5.2% |
| 30D | -2.6% | +2.0% | -4.6% | -2.8% |
| 3M | +10.5% | +14.2% | -3.6% | +9.1% |
| 6M | +18.2% | +14.1% | +4.1% | +16.7% |
| YTD | -4.2% | +14.2% | -18.5% | -5.5% |
| 1Y | -9.8% | +24.2% | -34.0% | -12.3% |
| 3Y | +39.1% | +89.8% | -50.7% | +24.8% |
| 5Y | +21.2% | +187.2% | -166.0% | -1.5% |
| All | +21.2% | +185.0% | -163.8% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling