+170.1%
AMAT vs IBN
+58.3%
+111.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +6.1% |
| 7D | +7.0% | +11.1% | -4.2% | +4.4% |
| 30D | -20.6% | +23.9% | -44.4% | -25.0% |
| 3M | -24.8% | +16.3% | -41.1% | -27.6% |
| 6M | -10.7% | +34.2% | -45.0% | -18.4% |
| YTD | +54.3% | +17.6% | +36.7% | +46.2% |
| 1Y | +73.7% | +13.8% | +59.9% | +66.0% |
| All | +170.1% | +58.3% | +111.8% | +139.0% |
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