+10,755.9%
AMZN vs IJR
+1,130.2%
+9,625.7%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -0.8% |
| 7D | -1.0% | -1.1% | +0.1% | 0.0% |
| 30D | -9.2% | -3.6% | -5.6% | -6.2% |
| 3M | +3.4% | +2.3% | +1.0% | +1.1% |
| 6M | +18.2% | +14.3% | +3.9% | +4.6% |
| YTD | +9.3% | +19.3% | -9.9% | -7.2% |
| 1Y | +5.9% | +22.6% | -16.7% | -12.5% |
| 3Y | +82.6% | +53.5% | +29.1% | +20.6% |
| 5Y | +44.9% | +39.9% | +5.0% | +5.4% |
| 10Y | +564.1% | +172.1% | +392.0% | +120.0% |
| All | +10,755.9% | +1,130.2% | +9,625.7% | +241.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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