+20.1%
AMZN vs IRE
-98.1%
+118.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -14.4% | +14.1% | +0.3% |
| 7D | +2.8% | -31.8% | +34.7% | +4.3% |
| 30D | +5.0% | -71.8% | +76.7% | +9.3% |
| 3M | +0.6% | -88.9% | +89.5% | +8.2% |
| 6M | -1.3% | -95.4% | +94.1% | +7.4% |
| YTD | +15.5% | -94.2% | +109.8% | +19.3% |
| 1Y | +12.2% | -97.1% | +109.3% | +19.2% |
| All | +20.1% | -98.1% | +118.2% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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