+61.4%
AMAT vs IJR
+24.2%
+37.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -5.7% |
| 7D | -11.2% | +2.3% | -13.5% | -14.8% |
| 30D | -31.9% | +2.8% | -34.7% | -35.3% |
| 3M | -32.3% | -4.6% | -27.7% | -25.9% |
| 6M | -5.4% | +5.7% | -11.1% | -11.9% |
| YTD | +44.3% | +19.9% | +24.3% | +12.3% |
| 1Y | +61.4% | +24.2% | +37.2% | +20.6% |
| All | +61.4% | +24.2% | +37.2% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 1y: compounded portfolio wealth divided by compounded IJR 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…
1y analysis · Full analysis span regression · 6 months rolling