+1,321.9%
AMAT vs IWD
+203.0%
+1,118.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -3.0% | -3.1% |
| 7D | +11.4% | +2.3% | +9.1% | +8.0% |
| 30D | -17.0% | +3.6% | -20.6% | -21.0% |
| 3M | -30.6% | +2.2% | -32.8% | -32.8% |
| 6M | -14.9% | +13.0% | -27.9% | -28.7% |
| YTD | +44.7% | +26.5% | +18.2% | +3.8% |
| 1Y | +66.9% | +30.1% | +36.8% | +15.0% |
| 3Y | +153.3% | +84.9% | +68.4% | +6.3% |
| 5Y | +146.2% | +73.4% | +72.9% | +17.7% |
| All | +1,321.9% | +203.0% | +1,118.9% | +262.8% |
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