+58.9%
IBIT vs AMGN
+66.4%
-7.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.4% | -1.5% |
| 7D | -2.4% | 0.0% | -2.3% | -2.3% |
| 30D | -9.1% | +12.1% | -21.2% | -10.7% |
| 3M | +15.0% | +13.9% | +1.1% | +12.6% |
| 6M | -6.9% | +42.1% | -49.0% | -11.9% |
| YTD | -14.8% | +45.0% | -59.8% | -19.6% |
| 1Y | -28.1% | +49.3% | -77.4% | -32.5% |
| All | +58.9% | +66.4% | -7.5% | +42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling