+6,482.9%
AMAT vs IVZ
+897.2%
+5,585.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -8.0% | -5.6% | -10.2% |
| 7D | -24.3% | -6.7% | -17.6% | -21.8% |
| 30D | -39.8% | -10.9% | -28.9% | -36.6% |
| 3M | -40.2% | -14.8% | -25.3% | -35.8% |
| 6M | -22.1% | +2.4% | -24.5% | -22.4% |
| YTD | +24.7% | +5.4% | +19.2% | +22.3% |
| 1Y | +33.3% | +19.6% | +13.7% | +23.8% |
| 3Y | +133.9% | +122.4% | +11.4% | +63.3% |
| 5Y | +117.1% | +28.8% | +88.3% | +89.1% |
| 10Y | +1,158.7% | +52.3% | +1,106.3% | +844.2% |
| All | +6,482.9% | +897.2% | +5,585.7% | +1,954.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling