+126.7%
AMAT vs IAG
+515.1%
-388.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.2% | -3.0% | +3.1% |
| 7D | -14.7% | +21.4% | -36.1% | -17.4% |
| 30D | -36.1% | +4.0% | -40.1% | -36.6% |
| 3M | -36.9% | +17.0% | -53.9% | -38.7% |
| 6M | -22.2% | +1.4% | -23.6% | -23.1% |
| YTD | +29.9% | +13.8% | +16.2% | +26.0% |
| 1Y | +43.3% | +55.8% | -12.6% | +33.9% |
| 3Y | +142.7% | +647.4% | -504.7% | +88.6% |
| All | +126.7% | +515.1% | -388.4% | +62.8% |
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