+167.6%
AMAT vs IAG
+461.2%
-293.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.4% | +8.5% | +6.4% |
| 7D | +7.0% | +3.4% | +3.5% | +6.4% |
| 30D | -20.6% | -2.7% | -17.9% | -20.4% |
| 3M | -24.8% | -0.5% | -24.3% | -25.0% |
| 6M | -10.7% | -4.8% | -5.9% | -11.0% |
| YTD | +54.3% | +9.6% | +44.7% | +50.5% |
| 1Y | +73.7% | +32.2% | +41.5% | +65.7% |
| 3Y | +168.4% | +692.5% | -524.1% | +107.8% |
| 5Y | +167.6% | +447.6% | -280.0% | +103.9% |
| All | +167.6% | +461.2% | -293.6% | +103.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling