+1,111.0%
AMAT vs IWD
+208.6%
+902.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.6% | -11.0% | -9.7% |
| 7D | -24.3% | -0.9% | -23.4% | -23.0% |
| 30D | -39.8% | +2.6% | -42.4% | -42.0% |
| 3M | -40.2% | +1.2% | -41.4% | -41.4% |
| 6M | -22.1% | +12.1% | -34.2% | -34.0% |
| YTD | +24.7% | +24.1% | +0.5% | -8.2% |
| 1Y | +33.3% | +28.5% | +4.8% | -6.5% |
| 3Y | +133.9% | +79.5% | +54.4% | +2.6% |
| 5Y | +117.1% | +70.3% | +46.8% | +6.5% |
| All | +1,111.0% | +208.6% | +902.4% | +270.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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