+108.0%
AMGN vs IWD
+73.8%
+34.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.8% | -9.3% | -9.5% |
| 7D | -10.3% | -0.2% | -10.1% | -10.1% |
| 30D | -3.8% | -0.8% | -3.0% | -3.2% |
| 3M | +14.4% | +8.0% | +6.4% | +8.9% |
| 6M | +7.8% | +18.2% | -10.4% | -3.2% |
| YTD | +22.6% | +22.3% | +0.2% | +7.6% |
| 1Y | +44.2% | +28.9% | +15.3% | +22.6% |
| 3Y | +65.8% | +71.5% | -5.7% | +19.8% |
| 5Y | +108.0% | +73.6% | +34.4% | +48.6% |
| All | +108.0% | +73.8% | +34.1% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling