+59.9%
AMGN vs IOT
+24.0%
+35.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | -13.9% | -0.8% | -13.1% | -13.9% |
| 30D | -7.1% | -4.7% | -2.5% | -7.0% |
| 3M | +13.9% | +17.8% | -3.9% | +13.1% |
| 6M | +3.2% | +16.8% | -13.6% | +2.4% |
| YTD | +19.2% | +8.4% | +10.8% | +18.5% |
| 1Y | +41.1% | -0.8% | +41.9% | +40.6% |
| All | +59.9% | +24.0% | +35.8% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 3y: compounded portfolio wealth divided by compounded IOT 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…
3y analysis · Full analysis span regression · 6 months rolling