+195.5%
AMGN vs IRM
+440.8%
-245.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.4% | -1.8% |
| 7D | -13.7% | -1.4% | -12.3% | -13.4% |
| 30D | -8.8% | -7.4% | -1.4% | -7.5% |
| 3M | +7.2% | -7.4% | +14.6% | +8.6% |
| 6M | +1.3% | +8.7% | -7.4% | -1.2% |
| YTD | +17.6% | +40.9% | -23.3% | +8.3% |
| 1Y | +37.2% | +20.5% | +16.7% | +30.2% |
| 3Y | +57.7% | +101.7% | -44.0% | +30.7% |
| 5Y | +106.3% | +197.7% | -91.4% | +53.6% |
| All | +195.5% | +440.8% | -245.2% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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