+44.9%
AMZN vs IRM
+190.5%
-145.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.5% |
| 7D | -1.0% | +3.0% | -4.0% | -2.1% |
| 30D | -9.2% | -5.2% | -4.0% | -7.7% |
| 3M | +3.4% | -8.0% | +11.4% | +5.8% |
| 6M | +18.2% | +9.2% | +9.1% | +12.6% |
| YTD | +9.3% | +41.0% | -31.6% | -7.0% |
| 1Y | +5.9% | +23.3% | -17.3% | -5.1% |
| 3Y | +82.6% | +102.8% | -20.2% | +19.9% |
| 5Y | +44.9% | +192.8% | -147.9% | -22.1% |
| All | +44.9% | +190.5% | -145.6% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling