+1,370.8%
AMAT vs IGV
+347.2%
+1,023.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.6% |
| 7D | -2.5% | -2.3% | -0.2% | +0.2% |
| 30D | -26.5% | -11.0% | -15.6% | -17.7% |
| 3M | -28.6% | -4.5% | -24.1% | -26.5% |
| 6M | -14.2% | +10.1% | -24.3% | -25.6% |
| YTD | +45.5% | -5.1% | +50.5% | +42.4% |
| 1Y | +59.3% | -10.2% | +69.6% | +65.7% |
| 3Y | +153.1% | +37.7% | +115.4% | +64.8% |
| 5Y | +158.2% | +15.7% | +142.5% | +103.4% |
| 10Y | +1,370.8% | +357.1% | +1,013.7% | +141.2% |
| All | +1,370.8% | +347.2% | +1,023.6% | +141.2% |
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