+1,162.1%
AMAT vs IBN
+367.6%
+794.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.2% | 0.0% | +2.5% |
| 7D | -14.7% | +15.1% | -29.8% | -19.9% |
| 30D | -36.1% | +21.6% | -57.7% | -41.6% |
| 3M | -36.9% | +11.2% | -48.0% | -40.2% |
| 6M | -22.2% | +27.8% | -49.9% | -30.7% |
| YTD | +29.9% | +14.7% | +15.3% | +21.1% |
| 1Y | +43.3% | +14.4% | +28.9% | +33.5% |
| 3Y | +142.7% | +52.1% | +90.6% | +95.7% |
| 5Y | +126.2% | +70.7% | +55.5% | +73.5% |
| All | +1,162.1% | +367.6% | +794.5% | +598.3% |
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