+6,882.0%
AMD vs IYR
+63.3%
+6,818.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +5.3% |
| 7D | +2.6% | -1.2% | +3.8% | +3.5% |
| 30D | -0.9% | -2.9% | +1.9% | +1.2% |
| 3M | -8.7% | +0.8% | -9.6% | -10.6% |
| 6M | +136.3% | +1.9% | +134.5% | +130.0% |
| YTD | +123.0% | +9.6% | +113.4% | +103.8% |
| 1Y | +195.2% | +8.1% | +187.1% | +171.4% |
| 3Y | +336.3% | +29.2% | +307.1% | +239.9% |
| 5Y | +334.5% | +4.3% | +330.2% | +309.5% |
| All | +6,882.0% | +63.3% | +6,818.7% | +4,697.7% |
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