+1,425.2%
AMAT vs IBN
+389.8%
+1,035.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +6.2% |
| 7D | +7.0% | +11.1% | -4.2% | +2.1% |
| 30D | -20.6% | +23.9% | -44.4% | -28.0% |
| 3M | -24.8% | +16.3% | -41.1% | -30.1% |
| 6M | -10.7% | +34.2% | -45.0% | -22.2% |
| YTD | +54.3% | +17.6% | +36.7% | +42.2% |
| 1Y | +73.7% | +13.8% | +59.9% | +62.3% |
| 3Y | +168.4% | +57.0% | +111.4% | +113.2% |
| 5Y | +167.6% | +75.3% | +92.2% | +102.5% |
| 10Y | +1,425.2% | +388.7% | +1,036.5% | +716.9% |
| All | +1,425.2% | +389.8% | +1,035.3% | +716.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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