+126.7%
AMAT vs IBN
+68.5%
+58.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.2% | 0.0% | +2.2% |
| 7D | -14.7% | +15.1% | -29.8% | -20.9% |
| 30D | -36.1% | +21.6% | -57.7% | -42.8% |
| 3M | -36.9% | +11.2% | -48.0% | -40.8% |
| 6M | -22.2% | +27.8% | -49.9% | -32.9% |
| YTD | +29.9% | +14.7% | +15.3% | +18.9% |
| 1Y | +43.3% | +14.4% | +28.9% | +31.0% |
| 3Y | +142.7% | +52.1% | +90.6% | +73.8% |
| All | +126.7% | +68.5% | +58.2% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling