+1,315.3%
AMAT vs IVZ
+55.7%
+1,259.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +6.8% | +4.6% | +7.7% |
| 7D | -1.1% | +4.1% | -5.2% | -2.8% |
| 30D | -26.9% | -2.0% | -24.9% | -25.7% |
| 3M | -31.2% | -7.8% | -23.4% | -27.8% |
| 6M | -14.7% | +6.3% | -21.0% | -17.0% |
| YTD | +44.7% | +12.6% | +32.2% | +36.2% |
| 1Y | +62.0% | +27.6% | +34.3% | +42.3% |
| 3Y | +165.0% | +154.0% | +10.9% | +54.3% |
| 5Y | +147.1% | +37.3% | +109.8% | +95.8% |
| 10Y | +1,315.3% | +50.5% | +1,264.7% | +990.1% |
| All | +1,315.3% | +55.7% | +1,259.6% | +990.1% |
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