+65.7%
AMGN vs IYR
+12.4%
+53.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +1.5% |
| 7D | +5.9% | +6.9% | -1.0% | +1.0% |
| 30D | +18.7% | +10.2% | +8.5% | +10.9% |
| 3M | +23.4% | -0.3% | +23.7% | +23.9% |
| 6M | +49.7% | +3.6% | +46.1% | +46.0% |
| YTD | +49.2% | +12.5% | +36.7% | +34.7% |
| 1Y | +65.7% | +12.4% | +53.3% | +50.0% |
| All | +65.7% | +12.4% | +53.4% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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