+1,595.4%
AMAT vs IJR
+1,153.0%
+442.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.4% |
| 3M | -9.3% | +3.9% | -13.2% | -12.2% |
| 6M | +27.4% | +12.4% | +15.0% | +13.8% |
| YTD | +77.6% | +21.5% | +56.1% | +45.7% |
| 1Y | +188.9% | +24.0% | +165.0% | +132.7% |
| 3Y | +202.3% | +49.7% | +152.6% | +95.1% |
| 5Y | +248.9% | +39.7% | +209.2% | +151.5% |
| 10Y | +1,585.2% | +169.0% | +1,416.2% | +488.6% |
| All | +1,595.4% | +1,153.0% | +442.4% | -42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling