+69.2%
IWM vs ABBV
+128.3%
-59.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.9% |
| 7D | -2.0% | -1.2% | -0.8% | -1.9% |
| 30D | -1.5% | +8.0% | -9.5% | -2.4% |
| 3M | -8.0% | +20.2% | -28.2% | -10.2% |
| 6M | -4.1% | +44.0% | -48.1% | -9.2% |
| YTD | +11.9% | +31.3% | -19.4% | +7.4% |
| 1Y | +15.0% | +37.0% | -22.0% | +9.4% |
| All | +69.2% | +128.3% | -59.1% | +53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling