+153.1%
AMAT vs IVZ
+150.9%
+2.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | -2.5% | +2.2% | -4.6% | -3.2% |
| 30D | -26.5% | -2.2% | -24.4% | -25.2% |
| 3M | -28.6% | -8.4% | -20.1% | -24.8% |
| 6M | -14.2% | +6.2% | -20.4% | -16.2% |
| YTD | +45.5% | +12.4% | +33.1% | +37.7% |
| 1Y | +59.3% | +26.0% | +33.3% | +42.7% |
| 3Y | +153.1% | +147.9% | +5.2% | +60.3% |
| All | +153.1% | +150.9% | +2.2% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling