+871.3%
AMGN vs IJR
+1,119.4%
-248.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -1.8% |
| 7D | -13.9% | -2.3% | -11.6% | -12.7% |
| 30D | -7.1% | -4.7% | -2.4% | -4.7% |
| 3M | +13.9% | +2.1% | +11.8% | +12.6% |
| 6M | +3.2% | +13.9% | -10.6% | -4.0% |
| YTD | +19.2% | +18.2% | +1.0% | +8.6% |
| 1Y | +41.1% | +21.8% | +19.3% | +26.3% |
| 3Y | +61.3% | +52.2% | +9.1% | +25.6% |
| 5Y | +109.1% | +40.1% | +68.9% | +65.7% |
| 10Y | +209.4% | +169.7% | +39.8% | +56.6% |
| All | +871.3% | +1,119.4% | -248.1% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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