+1,289.0%
AMAT vs IWF
+664.8%
+624.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.8% |
| 7D | -2.5% | -2.9% | +0.5% | +2.7% |
| 30D | -26.5% | -10.9% | -15.7% | -12.1% |
| 3M | -28.6% | -8.1% | -20.5% | -18.1% |
| 6M | -14.2% | -7.5% | -6.7% | -0.8% |
| YTD | +45.5% | -3.4% | +48.9% | +59.3% |
| 1Y | +59.3% | -5.0% | +64.3% | +79.3% |
| 3Y | +153.1% | +64.0% | +89.1% | +35.5% |
| 5Y | +158.2% | +56.8% | +101.4% | +52.1% |
| 10Y | +1,370.8% | +381.2% | +989.6% | +93.6% |
| All | +1,289.0% | +664.8% | +624.2% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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