+276.5%
IWM vs ABBV
+1,343.9%
-1,067.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.7% |
| 7D | -2.0% | -1.2% | -0.8% | -1.7% |
| 30D | -1.5% | +8.0% | -9.5% | -3.7% |
| 3M | -8.0% | +20.2% | -28.2% | -13.0% |
| 6M | -4.1% | +44.0% | -48.1% | -14.4% |
| YTD | +11.9% | +31.3% | -19.4% | +2.2% |
| 1Y | +15.0% | +37.0% | -22.0% | +3.6% |
| 3Y | +64.2% | +128.0% | -63.8% | +23.3% |
| 5Y | +20.4% | +196.9% | -176.5% | -18.5% |
| 10Y | +168.0% | +681.2% | -513.3% | +29.4% |
| All | +276.5% | +1,343.9% | -1,067.4% | +60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling