+147.1%
AMAT vs IBN
+73.5%
+73.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.9% |
| 7D | +11.4% | +1.9% | +9.5% | +10.4% |
| 30D | -17.0% | +22.1% | -39.2% | -25.7% |
| 3M | -30.6% | +17.1% | -47.7% | -36.7% |
| 6M | -14.9% | +35.5% | -50.5% | -28.9% |
| YTD | +44.7% | +16.8% | +27.9% | +31.3% |
| 1Y | +66.9% | +12.4% | +54.5% | +54.8% |
| 3Y | +153.3% | +58.0% | +95.3% | +77.3% |
| All | +147.1% | +73.5% | +73.6% | +55.2% |
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