+1,176.4%
AMAT vs IVV
+762.3%
+414.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.9% | -5.7% |
| 7D | -11.2% | -0.7% | -10.5% | -10.2% |
| 30D | -31.9% | -1.0% | -30.8% | -30.6% |
| 3M | -32.3% | -0.3% | -32.0% | -31.8% |
| 6M | -5.4% | +7.4% | -12.8% | -13.0% |
| YTD | +44.3% | +13.4% | +30.9% | +23.7% |
| 1Y | +61.4% | +14.8% | +46.6% | +36.3% |
| 3Y | +170.6% | +83.3% | +87.3% | +20.6% |
| 5Y | +156.4% | +76.1% | +80.3% | +27.4% |
| 10Y | +1,356.4% | +333.3% | +1,023.1% | +124.1% |
| All | +1,176.4% | +762.3% | +414.1% | -4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling