+126.7%
AMAT vs IBB
+37.5%
+89.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +2.7% |
| 7D | -14.7% | -1.8% | -12.9% | -12.9% |
| 30D | -36.1% | +5.1% | -41.2% | -38.6% |
| 3M | -36.9% | +10.7% | -47.6% | -42.9% |
| 6M | -22.2% | +22.9% | -45.1% | -36.6% |
| YTD | +29.9% | +26.7% | +3.2% | +2.6% |
| 1Y | +43.3% | +35.1% | +8.1% | +6.1% |
| 3Y | +142.7% | +80.2% | +62.5% | +33.7% |
| All | +126.7% | +37.5% | +89.2% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling