+1,315.3%
AMAT vs IAG
+326.7%
+988.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +5.8% | +5.6% | +10.6% |
| 7D | -1.1% | +24.0% | -25.1% | -3.8% |
| 30D | -26.9% | +5.5% | -32.4% | -27.5% |
| 3M | -31.2% | +8.3% | -39.5% | -32.1% |
| 6M | -14.7% | +6.1% | -20.8% | -15.9% |
| YTD | +44.7% | +20.3% | +24.4% | +40.2% |
| 1Y | +62.0% | +56.5% | +5.5% | +52.6% |
| 3Y | +165.0% | +762.6% | -597.7% | +106.7% |
| 5Y | +147.1% | +546.3% | -399.1% | +88.1% |
| 10Y | +1,315.3% | +356.1% | +959.2% | +1,001.2% |
| All | +1,315.3% | +326.7% | +988.6% | +1,001.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling