+538.1%
IVV vs ABBV
+1,343.9%
-805.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | 0.0% |
| 7D | -2.7% | -1.2% | -1.5% | -2.4% |
| 30D | -5.4% | +8.0% | -13.4% | -7.4% |
| 3M | -4.1% | +20.2% | -24.2% | -8.9% |
| 6M | +0.7% | +44.0% | -43.2% | -9.5% |
| YTD | +8.7% | +31.3% | -22.6% | -0.1% |
| 1Y | +11.0% | +37.0% | -26.0% | +0.6% |
| 3Y | +75.4% | +128.0% | -52.5% | +33.7% |
| 5Y | +68.3% | +196.9% | -128.6% | +16.6% |
| 10Y | +315.5% | +681.2% | -365.7% | +114.0% |
| All | +538.1% | +1,343.9% | -805.8% | +192.0% |
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