+1,362.0%
AMAT vs IGV
+356.9%
+1,005.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -2.9% |
| 7D | +19.3% | +2.5% | +16.9% | +16.9% |
| 30D | -17.9% | -8.6% | -9.4% | -10.2% |
| 3M | -30.4% | -1.6% | -28.8% | -30.3% |
| 6M | -11.4% | +13.4% | -24.9% | -25.3% |
| YTD | +48.8% | -4.0% | +52.8% | +44.2% |
| 1Y | +66.0% | -7.6% | +73.6% | +67.8% |
| 3Y | +158.8% | +39.3% | +119.5% | +66.9% |
| 5Y | +153.2% | +14.5% | +138.7% | +102.4% |
| All | +1,362.0% | +356.9% | +1,005.2% | +133.3% |
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