+199.0%
AMD vs IYR
+5.0%
+194.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.6% | +11.6% | +11.5% |
| 7D | -11.0% | +2.0% | -13.0% | -12.4% |
| 30D | -30.5% | +8.2% | -38.7% | -35.2% |
| 3M | -8.2% | -1.7% | -6.5% | -7.1% |
| 6M | +6.6% | -0.4% | +7.0% | +5.0% |
| YTD | +109.7% | +9.9% | +99.8% | +87.7% |
| 1Y | +88.9% | +10.4% | +78.5% | +67.7% |
| 3Y | +301.8% | +38.4% | +263.4% | +167.3% |
| All | +199.0% | +5.0% | +194.1% | +192.7% |
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 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