+203.0%
AMAT vs IGV
+45.2%
+157.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +5.7% |
| 7D | -1.5% | -4.5% | +3.0% | +1.2% |
| 30D | -14.8% | +3.2% | -18.0% | -17.1% |
| 3M | -9.3% | +4.5% | -13.8% | -12.5% |
| 6M | +27.4% | +22.1% | +5.3% | +6.2% |
| YTD | +77.6% | -1.0% | +78.6% | +79.8% |
| 1Y | +188.9% | -2.1% | +191.1% | +196.8% |
| All | +203.0% | +45.2% | +157.8% | +103.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling