+59.3%
AMAT vs IGV
-9.4%
+68.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | -2.5% | -2.3% | -0.2% | -2.0% |
| 30D | -26.5% | -11.0% | -15.6% | -25.7% |
| 3M | -28.6% | -4.5% | -24.1% | -27.8% |
| 6M | -14.2% | +10.1% | -24.3% | -14.0% |
| YTD | +45.5% | -5.1% | +50.5% | +68.0% |
| 1Y | +59.3% | -10.2% | +69.6% | +97.8% |
| All | +59.3% | -9.4% | +68.7% | +97.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling