+1,587.5%
AMAT vs IAG
+385.3%
+1,202.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +4.6% |
| 7D | -1.5% | -0.5% | -1.0% | -1.5% |
| 30D | -14.8% | +28.9% | -43.7% | -17.6% |
| 3M | -9.3% | +19.1% | -28.4% | -11.4% |
| 6M | +27.4% | -10.3% | +37.6% | +27.8% |
| YTD | +77.6% | +24.2% | +53.4% | +71.6% |
| 1Y | +188.9% | +116.5% | +72.5% | +163.8% |
| 3Y | +202.3% | +742.8% | -540.5% | +136.5% |
| 5Y | +248.9% | +753.3% | -504.4% | +159.7% |
| All | +1,587.5% | +385.3% | +1,202.2% | +1,189.0% |
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