+5,535.3%
AMGN vs IVZ
+1,117.8%
+4,417.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.8% |
| 7D | +1.1% | +0.6% | +0.5% | +0.9% |
| 30D | +7.8% | +4.0% | +3.8% | +6.9% |
| 3M | +27.3% | +18.2% | +9.1% | +22.3% |
| 6M | +16.8% | +32.8% | -16.0% | +9.3% |
| YTD | +36.3% | +28.7% | +7.6% | +28.0% |
| 1Y | +60.4% | +55.4% | +5.1% | +44.3% |
| 3Y | +86.3% | +135.2% | -48.9% | +49.7% |
| 5Y | +125.7% | +64.2% | +61.5% | +90.3% |
| 10Y | +247.0% | +64.6% | +182.4% | +171.3% |
| All | +5,535.3% | +1,117.8% | +4,417.5% | +2,596.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling