+1,425.2%
AMAT vs IGV
+366.7%
+1,058.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.9% | +4.2% | +4.3% |
| 7D | +7.0% | -1.3% | +8.2% | +9.0% |
| 30D | -20.6% | -8.1% | -12.5% | -13.5% |
| 3M | -24.8% | -1.6% | -23.1% | -24.7% |
| 6M | -10.7% | +12.7% | -23.5% | -24.2% |
| YTD | +54.3% | -3.3% | +57.5% | +48.5% |
| 1Y | +73.7% | -7.9% | +81.6% | +76.3% |
| 3Y | +168.4% | +40.3% | +128.1% | +71.9% |
| 5Y | +167.6% | +17.3% | +150.2% | +108.4% |
| 10Y | +1,425.2% | +362.3% | +1,062.9% | +149.4% |
| All | +1,425.2% | +366.7% | +1,058.5% | +149.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 10y: compounded portfolio wealth divided by compounded IGV 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…
10y analysis · Full analysis span regression · 6 months rolling