+151.9%
IWM vs AMGN
+320.4%
-168.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -0.3% | -2.2% | +1.8% | +0.5% |
| 30D | +1.9% | +12.1% | -10.2% | -2.3% |
| 3M | -5.7% | +13.6% | -19.3% | -10.4% |
| 6M | -0.3% | +43.9% | -44.2% | -13.7% |
| YTD | +15.8% | +45.9% | -30.2% | -0.9% |
| 1Y | +17.1% | +42.1% | -25.1% | +1.2% |
| 3Y | +73.1% | +91.6% | -18.5% | +29.5% |
| 5Y | +25.9% | +158.5% | -132.6% | -18.7% |
| 10Y | +151.9% | +323.2% | -171.3% | +37.1% |
| All | +151.9% | +320.4% | -168.5% | +37.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling