+1,162.1%
AMAT vs IVZ
+48.5%
+1,113.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | -14.7% | -2.4% | -12.3% | -13.3% |
| 30D | -36.1% | -11.2% | -24.9% | -31.6% |
| 3M | -36.9% | -14.0% | -22.9% | -31.4% |
| 6M | -22.2% | +0.5% | -22.6% | -21.9% |
| YTD | +29.9% | +5.4% | +24.5% | +26.5% |
| 1Y | +43.3% | +19.5% | +23.8% | +30.3% |
| 3Y | +142.7% | +128.7% | +14.0% | +49.6% |
| 5Y | +126.2% | +28.8% | +97.5% | +85.4% |
| All | +1,162.1% | +48.5% | +1,113.6% | +918.6% |
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