+1,595.4%
AMAT vs IWD
+726.5%
+868.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +5.2% |
| 7D | -1.5% | -0.3% | -1.2% | -1.2% |
| 30D | -14.8% | +0.6% | -15.4% | -15.6% |
| 3M | -9.3% | +7.2% | -16.5% | -16.7% |
| 6M | +27.4% | +16.2% | +11.2% | +6.5% |
| YTD | +77.6% | +23.3% | +54.2% | +38.3% |
| 1Y | +188.9% | +29.6% | +159.4% | +112.4% |
| 3Y | +202.3% | +70.5% | +131.8% | +60.5% |
| 5Y | +248.9% | +73.5% | +175.4% | +88.9% |
| 10Y | +1,585.2% | +198.3% | +1,386.9% | +410.7% |
| All | +1,595.4% | +726.5% | +868.9% | +51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling