+151.9%
IWM vs ABBV
+597.7%
-445.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +1.9% | +5.6% | -3.7% | +0.2% |
| 3M | -5.7% | +18.7% | -24.4% | -10.4% |
| 6M | -0.3% | +47.4% | -47.7% | -11.6% |
| YTD | +15.8% | +33.0% | -17.2% | +5.4% |
| 1Y | +17.1% | +34.9% | -17.8% | +6.0% |
| 3Y | +73.1% | +135.2% | -62.1% | +27.5% |
| 5Y | +25.9% | +202.1% | -176.2% | -16.9% |
| 10Y | +151.9% | +602.6% | -450.7% | +27.3% |
| All | +151.9% | +597.7% | -445.8% | +27.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling