+315.2%
IVV vs ABT
+210.2%
+105.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +0.1% | -3.7% | +3.8% | +1.6% |
| 30D | +0.1% | +2.5% | -2.4% | -1.1% |
| 3M | +2.0% | +20.2% | -18.2% | -6.3% |
| 6M | +13.0% | -2.9% | +16.0% | +13.6% |
| YTD | +13.6% | -11.9% | +25.5% | +18.7% |
| 1Y | +20.1% | -16.5% | +36.6% | +28.2% |
| 3Y | +77.6% | +12.1% | +65.5% | +60.1% |
| 5Y | +82.5% | -7.4% | +89.9% | +79.3% |
| All | +315.2% | +210.2% | +105.0% | +132.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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