+309.6%
IVV vs ABT
+221.4%
+88.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.1% |
| 7D | +0.1% | +0.3% | -0.2% | -0.1% |
| 30D | -3.3% | +11.6% | -15.0% | -7.7% |
| 3M | -2.4% | +3.1% | -5.5% | -4.0% |
| 6M | +2.6% | +32.8% | -30.2% | -10.1% |
| YTD | +11.3% | -9.6% | +20.9% | +14.7% |
| 1Y | +13.4% | -10.4% | +23.8% | +17.2% |
| 3Y | +80.3% | +25.8% | +54.5% | +53.3% |
| 5Y | +72.7% | -3.4% | +76.2% | +66.3% |
| 10Y | +309.6% | +232.9% | +76.8% | +129.6% |
| All | +309.6% | +221.4% | +88.3% | +129.6% |
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