+1,162.1%
AMAT vs IYR
+82.1%
+1,080.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.7% |
| 7D | -14.7% | +2.0% | -16.7% | -16.1% |
| 30D | -36.1% | +8.2% | -44.3% | -40.4% |
| 3M | -36.9% | -1.7% | -35.1% | -36.2% |
| 6M | -22.2% | -0.4% | -21.8% | -23.5% |
| YTD | +29.9% | +9.9% | +20.0% | +17.1% |
| 1Y | +43.3% | +10.4% | +32.8% | +28.4% |
| 3Y | +142.7% | +38.4% | +104.2% | +72.0% |
| 5Y | +126.2% | +5.2% | +121.0% | +108.8% |
| All | +1,162.1% | +82.1% | +1,080.0% | +636.9% |
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