+1,315.3%
AMAT vs IVV
+317.7%
+997.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.4% | +9.0% | +7.4% |
| 7D | -1.1% | +0.1% | -1.2% | -0.4% |
| 30D | -26.9% | -3.3% | -23.6% | -21.6% |
| 3M | -31.2% | -2.4% | -28.8% | -27.4% |
| 6M | -14.7% | +2.6% | -17.3% | -15.8% |
| YTD | +44.7% | +11.3% | +33.4% | +26.5% |
| 1Y | +62.0% | +13.4% | +48.5% | +37.7% |
| 3Y | +165.0% | +80.3% | +84.7% | +11.0% |
| 5Y | +147.1% | +72.7% | +74.4% | +16.2% |
| 10Y | +1,315.3% | +309.6% | +1,005.6% | +77.0% |
| All | +1,315.3% | +317.7% | +997.6% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 IVV 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