+153.2%
AMAT vs IBB
+40.3%
+112.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -1.6% |
| 7D | +19.3% | +1.6% | +17.7% | +17.9% |
| 30D | -17.9% | +6.7% | -24.6% | -22.0% |
| 3M | -30.4% | +6.3% | -36.8% | -34.5% |
| 6M | -11.4% | +23.9% | -35.4% | -28.3% |
| YTD | +48.8% | +26.6% | +22.2% | +17.8% |
| 1Y | +66.0% | +29.6% | +36.4% | +28.4% |
| 3Y | +158.8% | +86.1% | +72.7% | +38.4% |
| 5Y | +153.2% | +40.3% | +112.8% | +70.1% |
| All | +153.2% | +40.3% | +112.8% | +70.1% |
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