+898.5%
AMGN vs IWF
+724.4%
+174.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.3% | -9.8% | -9.9% |
| 7D | -10.3% | +1.5% | -11.8% | -11.1% |
| 30D | -3.8% | -1.3% | -2.5% | -3.0% |
| 3M | +14.4% | +0.1% | +14.3% | +13.6% |
| 6M | +7.8% | +10.3% | -2.4% | -0.1% |
| YTD | +22.6% | +4.2% | +18.4% | +17.9% |
| 1Y | +44.2% | +9.3% | +34.9% | +33.8% |
| 3Y | +65.8% | +79.3% | -13.5% | +4.5% |
| 5Y | +108.0% | +73.8% | +34.2% | +27.7% |
| 10Y | +209.9% | +410.9% | -201.0% | -22.3% |
| All | +898.5% | +724.4% | +174.0% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling