+50.4%
AMZN vs IP
-13.5%
+63.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | +2.8% | -0.3% | +3.1% | +2.9% |
| 30D | +5.0% | +7.9% | -3.0% | +2.9% |
| 3M | +0.6% | -15.3% | +15.9% | +4.3% |
| 6M | -1.3% | +10.5% | -11.8% | -5.5% |
| YTD | +15.5% | -9.4% | +24.9% | +15.0% |
| 1Y | +12.2% | -4.6% | +16.9% | +9.8% |
| 3Y | +87.0% | +21.2% | +65.8% | +55.6% |
| All | +50.4% | -13.5% | +63.9% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling