+66.4%
IWM vs ABBV
+94.6%
-28.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.5% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | -1.3% | +4.2% | -5.4% | -1.8% |
| 3M | +1.6% | +14.8% | -13.2% | -0.7% |
| 6M | +13.6% | +10.3% | +3.3% | +11.6% |
| YTD | +20.8% | +14.9% | +5.9% | +17.7% |
| 1Y | +26.4% | +24.1% | +2.3% | +20.9% |
| All | +66.4% | +94.6% | -28.3% | +42.2% |
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