+142.7%
AMAT vs IVV
+75.5%
+67.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +3.5% |
| 7D | -14.7% | -2.7% | -12.0% | -9.1% |
| 30D | -36.1% | -5.4% | -30.7% | -27.5% |
| 3M | -36.9% | -4.1% | -32.8% | -30.5% |
| 6M | -22.2% | +0.7% | -22.9% | -20.8% |
| YTD | +29.9% | +8.7% | +21.2% | +15.6% |
| 1Y | +43.3% | +11.0% | +32.3% | +23.2% |
| 3Y | +142.7% | +75.4% | +67.2% | -13.9% |
| All | +142.7% | +75.5% | +67.2% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling