+109.1%
AMGN vs IWF
+71.2%
+37.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -13.9% | -1.7% | -12.2% | -13.5% |
| 30D | -7.1% | -1.8% | -5.3% | -6.8% |
| 3M | +13.9% | +1.5% | +12.5% | +13.3% |
| 6M | +3.2% | +7.7% | -4.5% | +1.0% |
| YTD | +19.2% | +2.7% | +16.5% | +18.0% |
| 1Y | +41.1% | +6.8% | +34.4% | +38.3% |
| 3Y | +61.3% | +76.9% | -15.6% | +37.5% |
| 5Y | +109.1% | +73.4% | +35.7% | +77.3% |
| All | +109.1% | +71.2% | +37.9% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling