+154.1%
AMAT vs IAG
+416.3%
-262.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.1% | +1.6% | -2.8% |
| 7D | +19.3% | -2.1% | +21.4% | +19.7% |
| 30D | -17.9% | -6.2% | -11.8% | -17.2% |
| 3M | -30.4% | -5.1% | -25.3% | -30.1% |
| 6M | -11.4% | -10.0% | -1.5% | -10.9% |
| YTD | +48.8% | +3.9% | +44.8% | +46.4% |
| 1Y | +66.0% | +18.9% | +47.2% | +60.6% |
| 3Y | +158.8% | +651.8% | -492.9% | +102.0% |
| All | +154.1% | +416.3% | -262.2% | +101.2% |
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 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