+153.2%
AMAT vs IVZ
+35.0%
+118.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.2% |
| 7D | +19.3% | +5.1% | +14.2% | +15.9% |
| 30D | -17.9% | -1.6% | -16.4% | -16.7% |
| 3M | -30.4% | -9.1% | -21.3% | -26.0% |
| 6M | -11.4% | +1.8% | -13.2% | -11.8% |
| YTD | +48.8% | +10.8% | +37.9% | +40.1% |
| 1Y | +66.0% | +19.1% | +46.9% | +49.5% |
| 3Y | +158.8% | +144.4% | +14.4% | +39.7% |
| 5Y | +153.2% | +33.6% | +119.6% | +103.9% |
| All | +153.2% | +35.0% | +118.2% | +103.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling