+1,425.2%
AMAT vs IRM
+514.0%
+911.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.5% | +4.6% | +5.3% |
| 7D | +7.0% | -5.3% | +12.2% | +10.6% |
| 30D | -20.6% | -2.3% | -18.3% | -19.0% |
| 3M | -24.8% | -7.4% | -17.3% | -21.2% |
| 6M | -10.7% | -12.2% | +1.5% | -3.7% |
| YTD | +54.3% | +38.6% | +15.6% | +32.0% |
| 1Y | +73.7% | +14.9% | +58.8% | +62.6% |
| 3Y | +168.4% | +108.2% | +60.2% | +80.0% |
| 5Y | +167.6% | +183.8% | -16.3% | +51.6% |
| 10Y | +1,425.2% | +512.6% | +912.6% | +450.4% |
| All | +1,425.2% | +514.0% | +911.2% | +450.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling