-29.9%
IBIT vs AMGN
+43.9%
-73.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | +1.1% | -11.6% | +12.8% | +2.9% |
| 30D | +22.2% | -5.7% | +27.9% | +23.3% |
| 3M | +26.0% | +14.2% | +11.8% | +23.9% |
| 6M | +13.2% | +5.2% | +8.0% | +12.5% |
| YTD | -10.8% | +22.0% | -32.8% | -12.6% |
| 1Y | -29.9% | +43.6% | -73.6% | -33.4% |
| All | -29.9% | +43.9% | -73.8% | -33.4% |
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