+1,373.1%
AMAT vs IJR
+1,131.4%
+241.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.8% | +5.3% | +5.1% |
| 7D | +7.0% | -0.4% | +7.4% | +8.3% |
| 30D | -20.6% | +3.5% | -24.1% | -23.2% |
| 3M | -24.8% | -3.8% | -21.0% | -20.9% |
| 6M | -10.7% | +4.3% | -15.0% | -13.3% |
| YTD | +54.3% | +19.4% | +34.9% | +29.9% |
| 1Y | +73.7% | +20.5% | +53.2% | +44.9% |
| 3Y | +168.4% | +63.0% | +105.4% | +58.9% |
| 5Y | +167.6% | +28.6% | +139.0% | +112.8% |
| 10Y | +1,425.2% | +157.2% | +1,268.0% | +465.4% |
| All | +1,373.1% | +1,131.4% | +241.7% | -48.3% |
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