+65.7%
AMGN vs IVZ
+30.5%
+35.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.4% | +3.3% |
| 7D | +5.9% | +2.6% | +3.2% | +5.6% |
| 30D | +18.7% | -3.5% | +22.2% | +19.1% |
| 3M | +23.4% | -7.4% | +30.8% | +24.4% |
| 6M | +49.7% | +14.7% | +35.0% | +47.3% |
| YTD | +49.2% | +14.6% | +34.6% | +46.7% |
| 1Y | +65.7% | +30.7% | +35.0% | +65.0% |
| All | +65.7% | +30.5% | +35.2% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling