+144.3%
IWM vs ABBV
+598.0%
-453.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.6% |
| 7D | +2.8% | +2.2% | +0.6% | +2.1% |
| 30D | +0.6% | +8.0% | -7.4% | -1.6% |
| 3M | -7.8% | +19.1% | -26.9% | -12.5% |
| 6M | -1.0% | +43.5% | -44.5% | -11.5% |
| YTD | +13.9% | +32.7% | -18.8% | +3.7% |
| 1Y | +15.4% | +30.0% | -14.6% | +5.8% |
| 3Y | +70.2% | +134.7% | -64.5% | +25.5% |
| 5Y | +23.7% | +200.7% | -177.0% | -18.2% |
| All | +144.3% | +598.0% | -453.6% | +23.3% |
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