+1,162.1%
AMAT vs IBB
+156.3%
+1,005.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +2.6% |
| 7D | -14.7% | -1.8% | -12.9% | -12.9% |
| 30D | -36.1% | +5.1% | -41.2% | -38.7% |
| 3M | -36.9% | +10.7% | -47.6% | -43.1% |
| 6M | -22.2% | +22.9% | -45.1% | -36.9% |
| YTD | +29.9% | +26.7% | +3.2% | +2.2% |
| 1Y | +43.3% | +35.1% | +8.1% | +5.7% |
| 3Y | +142.7% | +80.2% | +62.5% | +34.1% |
| 5Y | +126.2% | +37.8% | +88.4% | +62.4% |
| All | +1,162.1% | +156.3% | +1,005.8% | +517.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling