+153.2%
AMAT vs IYR
+5.7%
+147.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.1% |
| 7D | +19.3% | -0.1% | +19.4% | +19.5% |
| 30D | -17.9% | +5.7% | -23.6% | -21.2% |
| 3M | -30.4% | -0.6% | -29.8% | -30.3% |
| 6M | -11.4% | +0.5% | -12.0% | -13.3% |
| YTD | +48.8% | +10.4% | +38.3% | +34.8% |
| 1Y | +66.0% | +9.2% | +56.8% | +51.8% |
| 3Y | +158.8% | +40.5% | +118.3% | +81.2% |
| 5Y | +153.2% | +5.9% | +147.2% | +143.6% |
| All | +153.2% | +5.7% | +147.5% | +143.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling