+2,726.8%
AMAT vs IGV
+970.9%
+1,756.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +6.5% |
| 7D | -1.5% | -4.5% | +3.0% | +2.7% |
| 30D | -14.8% | +3.2% | -18.0% | -18.5% |
| 3M | -9.3% | +4.5% | -13.8% | -15.6% |
| 6M | +27.4% | +22.1% | +5.3% | -2.3% |
| YTD | +77.6% | -1.0% | +78.6% | +66.0% |
| 1Y | +188.9% | -2.1% | +191.1% | +173.9% |
| 3Y | +202.3% | +44.6% | +157.7% | +92.4% |
| 5Y | +248.9% | +22.2% | +226.7% | +163.0% |
| 10Y | +1,585.2% | +364.7% | +1,220.5% | +246.7% |
| All | +2,726.8% | +970.9% | +1,756.0% | +96.2% |
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