+203.0%
AMAT vs IBN
+32.1%
+171.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.6% |
| 7D | -1.5% | +1.4% | -2.9% | -2.0% |
| 30D | -14.8% | -0.3% | -14.5% | -14.8% |
| 3M | -9.3% | +17.1% | -26.4% | -14.4% |
| 6M | +27.4% | +3.4% | +24.0% | +24.7% |
| YTD | +77.6% | +2.5% | +75.0% | +73.9% |
| 1Y | +188.9% | -4.2% | +193.1% | +187.4% |
| All | +203.0% | +32.1% | +171.0% | +171.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling