+560.7%
AMZN vs IP
+26.3%
+534.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.5% |
| 7D | +7.9% | -5.1% | +12.9% | +9.1% |
| 30D | -0.2% | +8.5% | -8.8% | -2.3% |
| 3M | -4.8% | -13.8% | +9.1% | -1.7% |
| 6M | -5.7% | +5.7% | -11.4% | -8.3% |
| YTD | +12.3% | -9.1% | +21.5% | +12.1% |
| 1Y | +6.7% | -0.8% | +7.5% | +3.9% |
| 3Y | +85.6% | +14.8% | +70.8% | +68.3% |
| 5Y | +47.4% | -11.5% | +58.9% | +42.2% |
| All | +560.7% | +26.3% | +534.4% | +531.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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