+306.2%
IWM vs ABBV
+1,163.4%
-857.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.7% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | -1.3% | +4.2% | -5.4% | -2.5% |
| 3M | +1.6% | +14.8% | -13.2% | -2.9% |
| 6M | +13.6% | +10.3% | +3.3% | +9.6% |
| YTD | +20.8% | +14.9% | +5.9% | +14.8% |
| 1Y | +26.4% | +24.1% | +2.3% | +16.9% |
| 3Y | +60.7% | +91.9% | -31.3% | +27.1% |
| 5Y | +38.2% | +176.0% | -137.9% | -4.6% |
| 10Y | +169.5% | +502.9% | -333.5% | +40.3% |
| All | +306.2% | +1,163.4% | -857.2% | +79.7% |
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 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