-22.1%
AMAT vs IGV
+11.8%
-33.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.4% | -9.2% | -13.2% |
| 7D | -24.3% | -8.3% | -16.0% | -24.0% |
| 30D | -39.8% | -10.9% | -28.9% | -39.8% |
| 3M | -40.2% | -2.3% | -37.9% | -38.9% |
| 6M | -22.1% | +12.2% | -34.3% | -12.9% |
| All | -22.1% | +11.8% | -33.9% | -12.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling