+170.1%
AMAT vs IWD
+85.5%
+84.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.4% | +5.6% | +5.3% |
| 7D | +7.0% | -0.6% | +7.5% | +8.8% |
| 30D | -20.6% | +3.6% | -24.2% | -24.9% |
| 3M | -24.8% | +2.7% | -27.4% | -28.0% |
| 6M | -10.7% | +13.2% | -23.9% | -27.7% |
| YTD | +54.3% | +26.8% | +27.5% | +5.1% |
| 1Y | +73.7% | +29.3% | +44.5% | +14.9% |
| All | +170.1% | +85.5% | +84.6% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling