+1,587.5%
AMAT vs IP
+23.2%
+1,564.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.2% | +2.1% | +3.3% |
| 7D | -1.5% | -5.3% | +3.8% | +1.1% |
| 30D | -14.8% | -10.9% | -3.9% | -10.2% |
| 3M | -9.3% | +11.2% | -20.4% | -15.1% |
| 6M | +27.4% | -10.2% | +37.6% | +30.8% |
| YTD | +77.6% | -2.0% | +79.6% | +72.3% |
| 1Y | +188.9% | -19.1% | +208.0% | +205.8% |
| 3Y | +202.3% | +20.9% | +181.4% | +141.7% |
| 5Y | +248.9% | -17.8% | +266.7% | +245.2% |
| All | +1,587.5% | +23.2% | +1,564.3% | +1,128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling