+1,321.9%
AMAT vs IAG
+389.3%
+932.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -2.9% |
| 7D | +11.4% | -7.7% | +19.0% | +12.5% |
| 30D | -17.0% | +1.6% | -18.6% | -17.3% |
| 3M | -30.6% | -2.4% | -28.2% | -30.6% |
| 6M | -14.9% | -7.8% | -7.1% | -14.6% |
| YTD | +44.7% | +5.0% | +39.6% | +42.5% |
| 1Y | +66.9% | +25.7% | +41.2% | +61.3% |
| 3Y | +153.3% | +694.5% | -541.2% | +100.2% |
| 5Y | +146.2% | +421.7% | -275.5% | +92.1% |
| All | +1,321.9% | +389.3% | +932.6% | +1,011.7% |
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