+66.7%
IBIT vs AMGN
+40.7%
+26.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -10.1% | +8.2% | -0.3% |
| 7D | +1.4% | -10.3% | +11.7% | +3.1% |
| 30D | +20.6% | -3.8% | +24.4% | +21.3% |
| 3M | +23.7% | +14.4% | +9.3% | +21.2% |
| 6M | +15.0% | +7.8% | +7.2% | +13.6% |
| YTD | -10.6% | +22.6% | -33.2% | -13.3% |
| 1Y | -30.3% | +44.2% | -74.5% | -34.3% |
| All | +66.7% | +40.7% | +26.0% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling