+59.9%
AMGN vs IVZ
+132.2%
-72.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -2.2% |
| 7D | -13.9% | -2.4% | -11.5% | -13.5% |
| 30D | -7.1% | +2.5% | -9.6% | -7.5% |
| 3M | +13.9% | +17.1% | -3.1% | +10.6% |
| 6M | +3.2% | +35.1% | -31.9% | -2.6% |
| YTD | +19.2% | +24.3% | -5.1% | +13.8% |
| 1Y | +41.1% | +48.7% | -7.5% | +29.8% |
| All | +59.9% | +132.2% | -72.3% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling