+737.1%
AMGN vs IYR
+699.9%
+37.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.1% | -10.0% | -10.0% |
| 7D | -10.3% | -0.4% | -9.9% | -10.1% |
| 30D | -3.8% | -2.5% | -1.2% | -2.9% |
| 3M | +14.4% | +1.5% | +12.9% | +13.8% |
| 6M | +7.8% | +3.9% | +4.0% | +6.4% |
| YTD | +22.6% | +9.5% | +13.0% | +18.7% |
| 1Y | +44.2% | +7.5% | +36.8% | +40.6% |
| 3Y | +65.8% | +30.8% | +35.0% | +50.7% |
| 5Y | +108.0% | +4.8% | +103.2% | +101.8% |
| 10Y | +209.9% | +64.3% | +145.5% | +154.1% |
| All | +737.1% | +699.9% | +37.2% | +195.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling