+25.8%
IWM vs AMGN
+154.9%
-129.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.3% | +0.9% | -0.6% | +0.1% |
| 30D | +0.6% | +12.1% | -11.6% | -2.4% |
| 3M | -6.2% | +12.2% | -18.4% | -9.4% |
| 6M | -0.8% | +42.1% | -42.9% | -10.7% |
| YTD | +14.8% | +45.0% | -30.3% | +2.2% |
| 1Y | +16.1% | +47.7% | -31.6% | +2.8% |
| 3Y | +71.5% | +90.4% | -18.9% | +37.5% |
| 5Y | +25.8% | +154.9% | -129.2% | -12.1% |
| All | +25.8% | +154.9% | -129.1% | -12.1% |
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