+263,909.3%
AMZN vs IP
+130.6%
+263,778.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -0.9% |
| 7D | -3.0% | -5.3% | +2.3% | -1.3% |
| 30D | -5.2% | -10.9% | +5.7% | -1.7% |
| 3M | +1.9% | +11.2% | -9.3% | -2.9% |
| 6M | +19.2% | -10.2% | +29.5% | +20.7% |
| YTD | +12.0% | -2.0% | +14.0% | +9.4% |
| 1Y | +9.7% | -19.1% | +28.8% | +13.3% |
| 3Y | +87.2% | +20.9% | +66.3% | +62.9% |
| 5Y | +48.7% | -17.8% | +66.5% | +46.0% |
| 10Y | +569.3% | +23.5% | +545.8% | +429.5% |
| All | +263,909.3% | +130.6% | +263,778.7% | +99,399.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling