+1,595.4%
AMAT vs IWF
+727.1%
+868.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -1.5% | +0.5% | -2.0% | -2.3% |
| 30D | -14.8% | -0.4% | -14.4% | -14.3% |
| 3M | -9.3% | -2.6% | -6.7% | -4.1% |
| 6M | +27.4% | +9.1% | +18.2% | +14.9% |
| YTD | +77.6% | +4.5% | +73.1% | +71.1% |
| 1Y | +188.9% | +10.1% | +178.9% | +160.2% |
| 3Y | +202.3% | +77.6% | +124.7% | +42.0% |
| 5Y | +248.9% | +73.7% | +175.2% | +75.1% |
| 10Y | +1,585.2% | +411.5% | +1,173.7% | +100.1% |
| All | +1,595.4% | +727.1% | +868.4% | +27.1% |
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