+40.0%
IWM vs ABBV
+176.6%
-136.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.1% |
| 7D | +1.4% | -4.3% | +5.7% | +2.2% |
| 30D | -2.3% | +1.1% | -3.4% | -2.5% |
| 3M | +4.0% | +12.3% | -8.4% | +1.5% |
| 6M | +17.9% | +9.8% | +8.2% | +15.5% |
| YTD | +20.2% | +11.5% | +8.8% | +17.2% |
| 1Y | +25.0% | +22.3% | +2.7% | +19.1% |
| 3Y | +66.0% | +85.2% | -19.2% | +42.1% |
| 5Y | +40.0% | +170.8% | -130.8% | +4.7% |
| All | +40.0% | +176.6% | -136.6% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling