+171.7%
IWM vs ABBV
+498.3%
-326.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -1.6% |
| 7D | -1.1% | -4.1% | +3.0% | 0.0% |
| 30D | -3.1% | +1.2% | -4.3% | -3.5% |
| 3M | +2.2% | +12.1% | -9.9% | -1.6% |
| 6M | +15.1% | +12.0% | +3.1% | +10.5% |
| YTD | +18.6% | +12.4% | +6.2% | +13.4% |
| 1Y | +24.0% | +22.9% | +1.0% | +14.8% |
| 3Y | +63.7% | +86.8% | -23.0% | +29.5% |
| 5Y | +38.2% | +181.0% | -142.8% | -7.4% |
| 10Y | +171.7% | +497.0% | -325.3% | +41.8% |
| All | +171.7% | +498.3% | -326.6% | +41.8% |
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