+322.1%
IVV vs AMGN
+210.7%
+111.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -0.4% | -11.6% | +11.3% | +3.7% |
| 30D | -1.4% | -5.7% | +4.3% | +0.3% |
| 3M | +3.7% | +14.2% | -10.5% | -1.7% |
| 6M | +13.0% | +5.2% | +7.9% | +10.2% |
| YTD | +12.4% | +22.0% | -9.5% | +3.5% |
| 1Y | +18.6% | +43.6% | -25.0% | +2.2% |
| 3Y | +78.1% | +65.0% | +13.1% | +40.8% |
| 5Y | +82.3% | +112.0% | -29.8% | +27.0% |
| 10Y | +322.1% | +216.6% | +105.6% | +151.9% |
| All | +322.1% | +210.7% | +111.4% | +151.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling