-17.5%
IP vs AZO
+93.0%
-110.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -1.0% | -1.8% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | -11.2% | -5.6% | -5.6% | -10.3% |
| 3M | +12.3% | -4.0% | +16.3% | +12.9% |
| 6M | -5.2% | -18.9% | +13.7% | -1.9% |
| YTD | -4.0% | -13.0% | +9.0% | -2.0% |
| 1Y | -19.2% | -30.4% | +11.2% | -14.1% |
| 3Y | +20.3% | +12.7% | +7.6% | +16.2% |
| 5Y | -17.5% | +89.6% | -107.1% | -29.0% |
| All | -17.5% | +93.0% | -110.5% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling