+165.3%
IWM vs AMGN
+210.3%
-45.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.2% |
| 7D | -2.5% | -13.9% | +11.3% | +2.6% |
| 30D | -4.4% | -7.1% | +2.7% | -2.2% |
| 3M | +2.2% | +13.9% | -11.7% | -3.3% |
| 6M | +14.0% | +3.2% | +10.8% | +11.7% |
| YTD | +17.4% | +19.2% | -1.9% | +8.4% |
| 1Y | +22.9% | +41.1% | -18.2% | +6.0% |
| 3Y | +62.1% | +61.3% | +0.8% | +29.4% |
| 5Y | +38.2% | +109.1% | -70.9% | -2.7% |
| All | +165.3% | +210.3% | -45.1% | +61.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling