+855.3%
AMAT vs IYR
+702.4%
+152.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.6% |
| 7D | -14.7% | +2.0% | -16.7% | -15.8% |
| 30D | -36.1% | +8.2% | -44.3% | -39.3% |
| 3M | -36.9% | -1.7% | -35.1% | -36.4% |
| 6M | -22.2% | -0.4% | -21.8% | -23.1% |
| YTD | +29.9% | +9.9% | +20.0% | +20.7% |
| 1Y | +43.3% | +10.4% | +32.8% | +32.5% |
| 3Y | +142.7% | +38.4% | +104.2% | +92.3% |
| 5Y | +126.2% | +5.2% | +121.0% | +115.4% |
| 10Y | +1,211.7% | +83.8% | +1,127.9% | +811.6% |
| All | +855.3% | +702.4% | +152.9% | +128.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling