-20.7%
IBIT vs AMGN
+64.6%
-85.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.7% | -0.8% | +2.4% |
| 7D | -1.8% | +5.9% | -7.7% | -2.5% |
| 30D | -6.7% | +18.7% | -25.4% | -8.9% |
| 3M | +24.6% | +23.4% | +1.2% | +21.0% |
| 6M | -0.2% | +49.7% | -49.9% | -5.4% |
| YTD | -8.7% | +49.2% | -57.9% | -12.2% |
| 1Y | -20.7% | +65.7% | -86.5% | -27.2% |
| All | -20.7% | +64.6% | -85.3% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 AMGN 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