+313.4%
IVV vs ABBV
+597.7%
-284.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -2.3% | +5.6% | -7.9% | -3.9% |
| 3M | -1.2% | +18.7% | -19.8% | -6.0% |
| 6M | +3.3% | +47.4% | -44.1% | -8.3% |
| YTD | +12.3% | +33.0% | -20.6% | +2.4% |
| 1Y | +12.5% | +34.9% | -22.4% | +2.0% |
| 3Y | +79.2% | +135.2% | -56.0% | +32.0% |
| 5Y | +75.6% | +202.1% | -126.4% | +16.3% |
| 10Y | +313.4% | +602.6% | -289.2% | +118.7% |
| All | +313.4% | +597.7% | -284.3% | +118.7% |
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 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