+92.8%
AMGN vs IWD
+84.1%
+8.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | -0.7% |
| 7D | 0.0% | +1.3% | -1.3% | -1.1% |
| 30D | +12.1% | +3.6% | +8.6% | +8.8% |
| 3M | +13.9% | +2.3% | +11.5% | +11.8% |
| 6M | +42.1% | +13.0% | +29.1% | +28.1% |
| YTD | +45.0% | +26.2% | +18.9% | +19.1% |
| 1Y | +49.3% | +30.5% | +18.9% | +19.2% |
| 3Y | +92.8% | +86.2% | +6.5% | +12.3% |
| All | +92.8% | +84.1% | +8.7% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling