+293.5%
IP vs AZO
+47,191.2%
-46,897.7%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.6% |
| 7D | -3.0% | -0.1% | -3.0% | -3.0% |
| 30D | +10.6% | +10.6% | 0.0% | +7.2% |
| 3M | -13.6% | +4.0% | -17.5% | -14.7% |
| 6M | +10.4% | -7.0% | +17.4% | +12.2% |
| YTD | -6.5% | -4.1% | -2.4% | -6.4% |
| 1Y | -2.1% | -12.6% | +10.4% | +0.8% |
| 3Y | +22.0% | +21.4% | +0.6% | +11.7% |
| 5Y | -9.7% | +74.2% | -83.9% | -27.8% |
| 10Y | +26.8% | +338.9% | -312.1% | -26.8% |
| All | +293.5% | +47,191.2% | -46,897.7% | -30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling