+1,370.8%
AMAT vs IWD
+203.8%
+1,167.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.5% | +1.6% | -4.0% | -4.3% |
| 30D | -26.5% | +3.6% | -30.1% | -30.0% |
| 3M | -28.6% | +2.0% | -30.6% | -30.7% |
| 6M | -14.2% | +13.1% | -27.3% | -28.2% |
| YTD | +45.5% | +26.2% | +19.3% | +4.7% |
| 1Y | +59.3% | +29.6% | +29.8% | +10.5% |
| 3Y | +153.1% | +84.3% | +68.8% | +6.7% |
| 5Y | +158.2% | +73.4% | +84.7% | +23.3% |
| 10Y | +1,370.8% | +202.4% | +1,168.3% | +286.6% |
| All | +1,370.8% | +203.8% | +1,167.0% | +286.6% |
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