+1,162.1%
AMAT vs IGV
+347.2%
+814.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.3% |
| 7D | -14.7% | -5.2% | -9.5% | -9.9% |
| 30D | -36.1% | -10.0% | -26.1% | -29.3% |
| 3M | -36.9% | -0.5% | -36.3% | -37.8% |
| 6M | -22.2% | +12.6% | -34.8% | -34.3% |
| YTD | +29.9% | -6.4% | +36.4% | +28.7% |
| 1Y | +43.3% | -9.5% | +52.8% | +47.2% |
| 3Y | +142.7% | +41.7% | +101.0% | +52.7% |
| 5Y | +126.2% | +12.7% | +113.6% | +82.8% |
| All | +1,162.1% | +347.2% | +814.9% | +109.8% |
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