+43.3%
AMAT vs IWD
+28.1%
+15.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +5.0% |
| 7D | -14.7% | -0.5% | -14.2% | -13.4% |
| 30D | -36.1% | +2.7% | -38.8% | -39.3% |
| 3M | -36.9% | +0.9% | -37.7% | -38.2% |
| 6M | -22.2% | +10.5% | -32.7% | -39.6% |
| YTD | +29.9% | +23.7% | +6.2% | -20.5% |
| 1Y | +43.3% | +28.7% | +14.5% | -17.7% |
| All | +43.3% | +28.1% | +15.1% | -17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling