+325.7%
AMGN vs IWD
+203.0%
+122.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.5% |
| 7D | +1.1% | +2.3% | -1.1% | -0.5% |
| 30D | +9.3% | +3.6% | +5.7% | +6.7% |
| 3M | +12.1% | +2.2% | +9.9% | +10.5% |
| 6M | +40.3% | +13.0% | +27.3% | +28.8% |
| YTD | +45.2% | +26.5% | +18.7% | +23.0% |
| 1Y | +42.4% | +30.1% | +12.3% | +18.4% |
| 3Y | +91.0% | +84.9% | +6.2% | +24.5% |
| 5Y | +157.4% | +73.4% | +84.0% | +73.4% |
| All | +325.7% | +203.0% | +122.6% | +99.1% |
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