+216.6%
AMGN vs IWD
+195.0%
+21.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.1% |
| 7D | -11.6% | -1.2% | -10.5% | -10.8% |
| 30D | -5.7% | -1.6% | -4.0% | -4.5% |
| 3M | +14.2% | +7.0% | +7.2% | +9.0% |
| 6M | +5.2% | +17.0% | -11.8% | -5.9% |
| YTD | +22.0% | +21.6% | +0.4% | +6.2% |
| 1Y | +43.6% | +28.0% | +15.6% | +20.7% |
| 3Y | +65.0% | +70.6% | -5.5% | +13.3% |
| 5Y | +112.0% | +73.3% | +38.7% | +42.1% |
| 10Y | +216.6% | +200.5% | +16.0% | +26.1% |
| All | +216.6% | +195.0% | +21.5% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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