+126.7%
AMAT vs IGV
+12.2%
+114.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.3% |
| 7D | -14.7% | -5.2% | -9.5% | -10.7% |
| 30D | -36.1% | -10.0% | -26.1% | -30.4% |
| 3M | -36.9% | -0.5% | -36.3% | -37.5% |
| 6M | -22.2% | +12.6% | -34.8% | -32.6% |
| YTD | +29.9% | -6.4% | +36.4% | +31.3% |
| 1Y | +43.3% | -9.5% | +52.8% | +49.8% |
| 3Y | +142.7% | +41.7% | +101.0% | +61.1% |
| All | +126.7% | +12.2% | +114.5% | +75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling