+282.4%
IP vs AZO
+46,683.3%
-46,400.9%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +1.7% |
| 7D | -5.1% | +1.5% | -6.5% | -5.5% |
| 30D | +8.5% | +13.0% | -4.5% | +4.5% |
| 3M | -13.8% | +4.8% | -18.6% | -15.2% |
| 6M | +5.7% | -9.2% | +14.9% | +8.2% |
| YTD | -9.1% | -5.2% | -4.0% | -8.7% |
| 1Y | -0.8% | -12.4% | +11.6% | +2.1% |
| 3Y | +14.8% | +23.4% | -8.6% | +4.5% |
| 5Y | -11.5% | +76.9% | -88.4% | -29.6% |
| 10Y | +27.9% | +339.6% | -311.7% | -26.2% |
| All | +282.4% | +46,683.3% | -46,400.9% | -31.7% |
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