+1,707.5%
AMAT vs IJR
+165.8%
+1,541.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | +0.4% |
| 7D | +6.9% | -1.1% | +8.0% | +8.3% |
| 30D | -10.1% | -3.6% | -6.5% | -6.3% |
| 3M | -6.0% | +2.3% | -8.3% | -7.6% |
| 6M | +38.6% | +14.3% | +24.3% | +21.2% |
| YTD | +83.1% | +19.3% | +63.8% | +53.3% |
| 1Y | +188.3% | +22.6% | +165.7% | +135.0% |
| 3Y | +225.3% | +53.5% | +171.8% | +103.9% |
| 5Y | +262.0% | +39.9% | +222.0% | +159.6% |
| 10Y | +1,707.5% | +172.1% | +1,535.4% | +602.2% |
| All | +1,707.5% | +165.8% | +1,541.7% | +602.2% |
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