+188.3%
AMAT vs IJR
+21.8%
+166.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | +1.1% |
| 7D | +6.9% | -1.1% | +8.0% | +9.1% |
| 30D | -10.1% | -3.6% | -6.5% | -4.0% |
| 3M | -6.0% | +2.3% | -8.3% | -8.4% |
| 6M | +38.6% | +14.3% | +24.3% | +15.0% |
| YTD | +83.1% | +19.3% | +63.8% | +43.5% |
| 1Y | +188.3% | +22.6% | +165.7% | +118.5% |
| All | +188.3% | +21.8% | +166.5% | +118.5% |
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