+727.2%
IGV vs ABBV
+1,163.4%
-436.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.8% |
| 7D | -4.5% | +0.4% | -4.9% | -4.6% |
| 30D | +3.2% | +4.2% | -0.9% | +2.0% |
| 3M | +4.5% | +14.8% | -10.3% | +0.2% |
| 6M | +22.1% | +10.3% | +11.9% | +18.0% |
| YTD | -1.0% | +14.9% | -15.9% | -5.7% |
| 1Y | -2.1% | +24.1% | -26.2% | -9.3% |
| 3Y | +44.6% | +91.9% | -47.4% | +14.7% |
| 5Y | +22.2% | +176.0% | -153.9% | -15.7% |
| 10Y | +364.7% | +502.9% | -138.2% | +142.5% |
| All | +727.2% | +1,163.4% | -436.2% | +265.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling