+1,277.3%
AMAT vs IWD
+754.2%
+523.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -6.6% |
| 7D | -11.2% | +2.5% | -13.7% | -14.1% |
| 30D | -31.9% | +6.0% | -37.8% | -36.9% |
| 3M | -32.3% | +3.8% | -36.1% | -35.8% |
| 6M | -5.4% | +16.3% | -21.7% | -21.7% |
| YTD | +44.3% | +27.5% | +16.8% | +7.4% |
| 1Y | +61.4% | +32.8% | +28.6% | +14.4% |
| 3Y | +170.6% | +84.3% | +86.3% | +30.0% |
| 5Y | +156.4% | +75.7% | +80.7% | +35.9% |
| 10Y | +1,356.4% | +220.9% | +1,135.5% | +302.5% |
| All | +1,277.3% | +754.2% | +523.1% | +17.2% |
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