+24.6%
IP vs AZO
+305.6%
-281.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -1.0% | -1.7% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | -11.2% | -5.6% | -5.6% | -9.7% |
| 3M | +12.3% | -4.0% | +16.3% | +13.3% |
| 6M | -5.2% | -18.9% | +13.7% | +0.2% |
| YTD | -4.0% | -13.0% | +9.0% | -0.9% |
| 1Y | -19.2% | -30.4% | +11.2% | -10.8% |
| 3Y | +20.3% | +12.7% | +7.6% | +12.1% |
| 5Y | -17.5% | +89.6% | -107.1% | -38.0% |
| All | +24.6% | +305.6% | -281.0% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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