+1,884.7%
AMAT vs IGV
+913.9%
+970.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.4% | -9.2% | -9.3% |
| 7D | -24.3% | -8.3% | -16.0% | -17.2% |
| 30D | -39.8% | -10.9% | -28.9% | -32.5% |
| 3M | -40.2% | -2.3% | -37.9% | -40.0% |
| 6M | -22.1% | +12.2% | -34.3% | -34.0% |
| YTD | +24.7% | -6.3% | +31.0% | +22.2% |
| 1Y | +33.3% | -11.4% | +44.6% | +38.3% |
| 3Y | +133.9% | +41.5% | +92.3% | +51.0% |
| 5Y | +117.1% | +12.8% | +104.3% | +75.8% |
| 10Y | +1,158.7% | +354.7% | +804.0% | +162.8% |
| All | +1,884.7% | +913.9% | +970.8% | +44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling