+1,591.4%
AMAT vs IVZ
+65.9%
+1,525.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.7% |
| 7D | -1.5% | +0.6% | -2.1% | -1.8% |
| 30D | -14.8% | +4.0% | -18.8% | -16.7% |
| 3M | -9.3% | +18.2% | -27.4% | -16.9% |
| 6M | +27.4% | +32.8% | -5.4% | +9.6% |
| YTD | +77.6% | +28.7% | +48.8% | +54.6% |
| 1Y | +188.9% | +55.4% | +133.6% | +127.3% |
| 3Y | +202.3% | +135.2% | +67.1% | +82.1% |
| 5Y | +248.9% | +64.2% | +184.7% | +148.9% |
| All | +1,591.4% | +65.9% | +1,525.5% | +1,069.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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