+37.2%
AMGN vs IWF
+7.1%
+30.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.5% |
| 7D | -13.7% | -0.9% | -12.8% | -13.5% |
| 30D | -8.8% | -1.7% | -7.1% | -8.5% |
| 3M | +7.2% | +0.7% | +6.5% | +6.9% |
| 6M | +1.3% | +8.6% | -7.3% | -2.2% |
| YTD | +17.6% | +3.5% | +14.1% | +15.2% |
| 1Y | +37.2% | +7.0% | +30.1% | +29.4% |
| All | +37.2% | +7.1% | +30.1% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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