+18.9%
IWM vs ABBV
+43.0%
-24.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +1.5% |
| 7D | +1.0% | +3.1% | -2.1% | +0.9% |
| 30D | +0.2% | +11.6% | -11.4% | +0.1% |
| 3M | -5.6% | +21.7% | -27.3% | -5.9% |
| 6M | +2.7% | +43.5% | -40.8% | +1.4% |
| YTD | +16.2% | +32.9% | -16.7% | +15.0% |
| 1Y | +18.9% | +40.7% | -21.7% | +16.6% |
| All | +18.9% | +43.0% | -24.0% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling