+808.3%
IWM vs AMGN
+1,027.1%
-218.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +0.8% |
| 7D | +0.1% | +1.1% | -1.0% | -0.3% |
| 30D | -1.3% | +7.8% | -9.1% | -4.0% |
| 3M | +1.6% | +27.3% | -25.6% | -7.2% |
| 6M | +13.6% | +16.8% | -3.3% | +6.8% |
| YTD | +20.8% | +36.3% | -15.6% | +6.9% |
| 1Y | +26.4% | +60.4% | -34.0% | +5.0% |
| 3Y | +60.7% | +86.3% | -25.7% | +24.0% |
| 5Y | +38.2% | +125.7% | -87.5% | -1.8% |
| 10Y | +169.5% | +247.0% | -77.6% | +59.2% |
| All | +808.3% | +1,027.1% | -218.8% | +208.6% |
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