+247.2%
AMAT vs IJR
+39.7%
+207.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +3.8% |
| 7D | -1.5% | -0.2% | -1.3% | -1.3% |
| 30D | -14.8% | -2.4% | -12.4% | -12.1% |
| 3M | -9.3% | +3.9% | -13.2% | -12.5% |
| 6M | +27.4% | +12.4% | +15.0% | +12.6% |
| YTD | +77.6% | +21.5% | +56.1% | +43.4% |
| 1Y | +188.9% | +24.0% | +165.0% | +128.6% |
| 3Y | +202.3% | +49.7% | +152.6% | +86.7% |
| All | +247.2% | +39.7% | +207.5% | +143.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling