+1,111.0%
AMAT vs IVV
+308.4%
+802.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.4% | -9.2% | -6.1% |
| 7D | -24.3% | -4.8% | -19.5% | -17.2% |
| 30D | -39.8% | -5.9% | -33.9% | -32.6% |
| 3M | -40.2% | -4.5% | -35.6% | -34.7% |
| 6M | -22.1% | +1.8% | -23.9% | -22.2% |
| YTD | +24.7% | +8.4% | +16.3% | +13.7% |
| 1Y | +33.3% | +9.4% | +23.9% | +20.1% |
| 3Y | +133.9% | +75.3% | +58.6% | +2.5% |
| 5Y | +117.1% | +67.8% | +49.3% | +6.9% |
| All | +1,111.0% | +308.4% | +802.7% | +67.1% |
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