+2,269.0%
AMAT vs IAG
+308.0%
+1,961.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.2% | -13.7% | -13.6% |
| 7D | -24.3% | +4.5% | -28.8% | -24.7% |
| 30D | -39.8% | -5.7% | -34.1% | -39.5% |
| 3M | -40.2% | +10.1% | -50.3% | -40.9% |
| 6M | -22.1% | +7.3% | -29.4% | -22.9% |
| YTD | +24.7% | +6.1% | +18.5% | +23.0% |
| 1Y | +33.3% | +46.8% | -13.5% | +27.5% |
| 3Y | +133.9% | +573.1% | -439.2% | +91.5% |
| 5Y | +117.1% | +477.6% | -360.5% | +73.9% |
| 10Y | +1,158.7% | +315.7% | +843.0% | +881.5% |
| All | +2,269.0% | +308.0% | +1,961.0% | +1,515.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling