+203.0%
AMAT vs IBB
+64.8%
+138.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +5.0% |
| 7D | -1.5% | +1.4% | -2.9% | -2.7% |
| 30D | -14.8% | +10.5% | -25.3% | -22.0% |
| 3M | -9.3% | +23.6% | -32.9% | -24.8% |
| 6M | +27.4% | +22.6% | +4.8% | +6.1% |
| YTD | +77.6% | +25.7% | +51.9% | +44.7% |
| 1Y | +188.9% | +51.4% | +137.6% | +100.4% |
| All | +203.0% | +64.8% | +138.2% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling