+153.1%
AMAT vs IAG
+708.7%
-555.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.7% | +7.2% | +1.9% |
| 7D | -2.5% | +16.8% | -19.3% | -5.6% |
| 30D | -26.5% | -1.5% | -25.0% | -26.4% |
| 3M | -28.6% | +0.5% | -29.1% | -29.0% |
| 6M | -14.2% | -1.0% | -13.3% | -15.3% |
| YTD | +45.5% | +12.3% | +33.2% | +40.3% |
| 1Y | +59.3% | +39.2% | +20.1% | +48.9% |
| 3Y | +153.1% | +712.3% | -559.2% | +92.2% |
| All | +153.1% | +708.7% | -555.6% | +92.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling