+61.4%
AMAT vs IAG
+56.5%
+4.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +10.2% | -13.5% | -6.4% |
| 7D | -11.2% | +1.1% | -12.3% | -11.7% |
| 30D | -31.9% | -5.3% | -26.6% | -30.9% |
| 3M | -32.3% | +18.0% | -50.4% | -37.0% |
| 6M | -5.4% | +7.1% | -12.5% | -9.5% |
| YTD | +44.3% | +5.9% | +38.3% | +40.3% |
| 1Y | +61.4% | +59.4% | +2.0% | +33.5% |
| All | +61.4% | +56.5% | +4.8% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling