-30.0%
IBIT vs AMGN
+41.6%
-71.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.5% |
| 7D | -9.2% | +1.1% | -10.3% | -9.3% |
| 30D | -15.8% | +9.3% | -25.1% | -16.7% |
| 3M | +8.5% | +12.1% | -3.6% | +6.8% |
| 6M | -13.7% | +40.3% | -54.0% | -16.7% |
| YTD | -21.6% | +45.2% | -66.8% | -22.2% |
| 1Y | -30.0% | +42.4% | -72.4% | -29.7% |
| All | -30.0% | +41.6% | -71.6% | -29.7% |
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