+247.2%
AMAT vs IVV
+82.6%
+164.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +5.1% |
| 7D | -1.5% | +0.1% | -1.6% | -1.8% |
| 30D | -14.8% | +0.1% | -14.9% | -15.0% |
| 3M | -9.3% | +2.0% | -11.3% | -11.1% |
| 6M | +27.4% | +13.0% | +14.3% | +4.6% |
| YTD | +77.6% | +13.6% | +64.0% | +45.4% |
| 1Y | +188.9% | +20.1% | +168.9% | +116.4% |
| 3Y | +202.3% | +77.6% | +124.7% | +19.7% |
| All | +247.2% | +82.6% | +164.6% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling