+1,370.8%
AMAT vs IBN
+364.2%
+1,006.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | 0.0% |
| 7D | -2.5% | +15.8% | -18.2% | -8.5% |
| 30D | -26.5% | +25.1% | -51.6% | -33.6% |
| 3M | -28.6% | +16.0% | -44.5% | -33.5% |
| 6M | -14.2% | +32.8% | -47.0% | -24.9% |
| YTD | +45.5% | +18.0% | +27.4% | +34.0% |
| 1Y | +59.3% | +15.9% | +43.5% | +47.8% |
| 3Y | +153.1% | +57.6% | +95.4% | +100.9% |
| 5Y | +158.2% | +74.7% | +83.5% | +95.8% |
| 10Y | +1,370.8% | +373.9% | +996.8% | +697.2% |
| All | +1,370.8% | +364.2% | +1,006.6% | +697.2% |
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