+566.6%
IVV vs ABBV
+1,163.4%
-596.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | +0.1% | +4.2% | -4.1% | -1.1% |
| 3M | +2.0% | +14.8% | -12.8% | -2.3% |
| 6M | +13.0% | +10.3% | +2.8% | +9.3% |
| YTD | +13.6% | +14.9% | -1.3% | +8.3% |
| 1Y | +20.1% | +24.1% | -4.1% | +11.5% |
| 3Y | +77.6% | +91.9% | -14.3% | +42.1% |
| 5Y | +82.5% | +176.0% | -93.6% | +28.6% |
| 10Y | +316.5% | +502.9% | -186.4% | +129.5% |
| All | +566.6% | +1,163.4% | -596.8% | +216.6% |
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