+107.8%
AMGN vs IOT
+61.2%
+46.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.1% | -10.0% | -10.1% |
| 7D | -10.3% | +2.8% | -13.1% | -10.3% |
| 30D | -3.8% | -1.8% | -2.0% | -3.8% |
| 3M | +14.4% | +17.9% | -3.5% | +13.8% |
| 6M | +7.8% | +13.5% | -5.7% | +7.3% |
| YTD | +22.6% | +13.3% | +9.3% | +21.8% |
| 1Y | +44.2% | -3.3% | +47.5% | +43.8% |
| 3Y | +65.8% | +31.3% | +34.5% | +62.6% |
| All | +107.8% | +61.2% | +46.5% | +101.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling