+766.7%
AMAT vs IBN
+1,653.1%
-886.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +4.1% | -17.6% | -14.7% |
| 7D | -24.3% | +11.7% | -36.0% | -26.8% |
| 30D | -39.8% | +16.1% | -55.9% | -42.6% |
| 3M | -40.2% | +7.0% | -47.2% | -41.7% |
| 6M | -22.1% | +26.1% | -48.2% | -27.6% |
| YTD | +24.7% | +10.1% | +14.6% | +20.4% |
| 1Y | +33.3% | +8.0% | +25.3% | +29.3% |
| 3Y | +133.9% | +46.0% | +87.9% | +106.5% |
| 5Y | +117.1% | +63.9% | +53.2% | +86.5% |
| 10Y | +1,158.7% | +366.1% | +792.6% | +690.0% |
| All | +766.7% | +1,653.1% | -886.4% | +151.1% |
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