+214.0%
AMAT vs IJR
+55.2%
+158.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +3.9% |
| 7D | -1.5% | -0.2% | -1.3% | -1.3% |
| 30D | -14.8% | -2.4% | -12.4% | -12.3% |
| 3M | -9.3% | +3.9% | -13.2% | -12.1% |
| 6M | +27.4% | +12.4% | +15.0% | +14.1% |
| YTD | +77.6% | +21.5% | +56.1% | +47.2% |
| 1Y | +188.9% | +24.0% | +165.0% | +135.6% |
| All | +214.0% | +55.2% | +158.8% | +113.7% |
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