+49.3%
AMZN vs IP
-9.5%
+58.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +2.3% |
| 7D | +8.7% | -3.0% | +11.7% | +9.4% |
| 30D | +1.7% | +10.6% | -8.9% | -0.8% |
| 3M | -2.8% | -13.6% | +10.8% | +0.4% |
| 6M | -2.1% | +10.4% | -12.5% | -6.2% |
| YTD | +15.6% | -6.5% | +22.1% | +14.3% |
| 1Y | +9.2% | -2.1% | +11.3% | +6.3% |
| 3Y | +89.9% | +22.0% | +67.9% | +59.0% |
| 5Y | +49.3% | -9.7% | +59.0% | +42.1% |
| All | +49.3% | -9.5% | +58.8% | +42.1% |
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