+1,134.4%
AMAT vs IBN
+1,532.9%
-398.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.5% |
| 7D | -1.5% | +1.4% | -2.9% | -1.9% |
| 30D | -14.8% | -0.3% | -14.5% | -14.8% |
| 3M | -9.3% | +17.1% | -26.4% | -13.3% |
| 6M | +27.4% | +3.4% | +24.0% | +26.1% |
| YTD | +77.6% | +2.5% | +75.0% | +76.0% |
| 1Y | +188.9% | -4.2% | +193.1% | +191.1% |
| 3Y | +202.3% | +32.4% | +169.9% | +176.0% |
| 5Y | +248.9% | +59.2% | +189.7% | +203.8% |
| 10Y | +1,585.2% | +345.7% | +1,239.5% | +975.7% |
| All | +1,134.4% | +1,532.9% | -398.5% | +267.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling