+643.8%
AMZN vs IRM
+524.5%
+119.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | -0.1% |
| 7D | +2.8% | +8.6% | -5.8% | +0.3% |
| 30D | +3.4% | 0.0% | +3.4% | +3.2% |
| 3M | +0.1% | -7.1% | +7.2% | +1.8% |
| 6M | +0.6% | -7.9% | +8.5% | +2.2% |
| YTD | +15.9% | +41.3% | -25.4% | +2.6% |
| 1Y | +9.5% | +20.7% | -11.2% | +1.6% |
| 3Y | +86.3% | +112.2% | -25.9% | +41.5% |
| 5Y | +51.7% | +191.2% | -139.5% | +5.3% |
| All | +643.8% | +524.5% | +119.3% | +326.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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