+43.3%
AMAT vs IBN
+14.0%
+29.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.2% | 0.0% | +3.8% |
| 7D | -14.7% | +15.1% | -29.8% | -16.3% |
| 30D | -36.1% | +21.6% | -57.7% | -38.7% |
| 3M | -36.9% | +11.2% | -48.0% | -37.1% |
| 6M | -22.2% | +27.8% | -49.9% | -28.5% |
| YTD | +29.9% | +14.7% | +15.3% | +21.2% |
| 1Y | +43.3% | +14.4% | +28.9% | +34.5% |
| All | +43.3% | +14.0% | +29.3% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling