+1,370.8%
AMAT vs IJR
+164.5%
+1,206.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +1.0% |
| 7D | -2.5% | +0.1% | -2.6% | -1.9% |
| 30D | -26.5% | +2.6% | -29.2% | -28.3% |
| 3M | -28.6% | -4.3% | -24.3% | -24.4% |
| 6M | -14.2% | +2.7% | -17.0% | -15.3% |
| YTD | +45.5% | +18.5% | +27.0% | +23.4% |
| 1Y | +59.3% | +20.1% | +39.3% | +33.3% |
| 3Y | +153.1% | +61.7% | +91.4% | +50.4% |
| 5Y | +158.2% | +28.5% | +129.6% | +103.8% |
| 10Y | +1,370.8% | +161.6% | +1,209.2% | +478.2% |
| All | +1,370.8% | +164.5% | +1,206.3% | +478.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling