+195.5%
AMGN vs IBKR
+1,011.6%
-816.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.7% |
| 7D | -13.7% | -1.3% | -12.3% | -13.5% |
| 30D | -8.8% | -0.2% | -8.6% | -8.9% |
| 3M | +7.2% | +3.0% | +4.2% | +6.1% |
| 6M | +1.3% | +33.9% | -32.6% | -4.6% |
| YTD | +17.6% | +42.5% | -24.9% | +9.1% |
| 1Y | +37.2% | +44.9% | -7.7% | +26.4% |
| 3Y | +57.7% | +293.0% | -235.3% | +15.4% |
| 5Y | +106.3% | +497.7% | -391.4% | +32.4% |
| All | +195.5% | +1,011.6% | -816.1% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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