+37.2%
AMGN vs IYR
+6.2%
+30.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.9% |
| 7D | -13.7% | -1.4% | -12.3% | -12.8% |
| 30D | -8.8% | -2.7% | -6.1% | -7.0% |
| 3M | +7.2% | -2.1% | +9.3% | +8.8% |
| 6M | +1.3% | +3.6% | -2.3% | -1.0% |
| YTD | +17.6% | +8.1% | +9.5% | +10.5% |
| 1Y | +37.2% | +4.7% | +32.5% | +33.2% |
| All | +37.2% | +6.2% | +30.9% | +33.2% |
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