+199.6%
AMGN vs IAG
+423.2%
-223.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | -0.1% | -2.2% |
| 7D | -13.9% | -4.1% | -9.8% | -13.8% |
| 30D | -7.1% | +10.6% | -17.8% | -7.5% |
| 3M | +13.9% | +35.4% | -21.5% | +12.6% |
| 6M | +3.2% | -9.5% | +12.8% | +3.2% |
| YTD | +19.2% | +21.8% | -2.6% | +17.9% |
| 1Y | +41.1% | +84.1% | -43.0% | +37.7% |
| 3Y | +61.3% | +817.4% | -756.1% | +48.7% |
| 5Y | +109.1% | +830.1% | -721.0% | +90.6% |
| All | +199.6% | +423.2% | -223.6% | +173.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling