+165.0%
AMAT vs IJR
+60.9%
+104.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.0% | +8.4% | +7.7% |
| 7D | -1.1% | +0.2% | -1.2% | -0.6% |
| 30D | -26.9% | +3.0% | -29.9% | -29.0% |
| 3M | -31.2% | -4.5% | -26.7% | -26.8% |
| 6M | -14.7% | +3.1% | -17.8% | -16.0% |
| YTD | +44.7% | +18.9% | +25.8% | +23.3% |
| 1Y | +62.0% | +21.7% | +40.2% | +34.9% |
| 3Y | +165.0% | +64.0% | +100.9% | +78.9% |
| All | +165.0% | +60.9% | +104.0% | +78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling