+43.6%
AMGN vs IWD
+28.3%
+15.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.1% |
| 7D | -11.6% | -1.2% | -10.5% | -10.5% |
| 30D | -5.7% | -1.6% | -4.0% | -3.9% |
| 3M | +14.2% | +7.0% | +7.2% | +7.3% |
| 6M | +5.2% | +17.0% | -11.8% | -9.3% |
| YTD | +22.0% | +21.6% | +0.4% | +1.3% |
| 1Y | +43.6% | +28.0% | +15.6% | +11.5% |
| All | +43.6% | +28.3% | +15.3% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling