+1,591.4%
AMAT vs IYR
+63.3%
+1,528.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.9% |
| 7D | -1.5% | -1.2% | -0.3% | -0.5% |
| 30D | -14.8% | -2.9% | -11.9% | -12.8% |
| 3M | -9.3% | +0.8% | -10.1% | -11.4% |
| 6M | +27.4% | +1.9% | +25.5% | +23.3% |
| YTD | +77.6% | +9.6% | +67.9% | +61.1% |
| 1Y | +188.9% | +8.1% | +180.9% | +164.9% |
| 3Y | +202.3% | +29.2% | +173.1% | +129.5% |
| 5Y | +248.9% | +4.3% | +244.6% | +225.4% |
| All | +1,591.4% | +63.3% | +1,528.1% | +956.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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