-12.3%
IP vs AMBA
-72.1%
+59.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.4% | +5.5% | -2.8% |
| 7D | -5.0% | -14.6% | +9.6% | -3.2% |
| 30D | +6.5% | -18.8% | +25.3% | +9.1% |
| 3M | -18.0% | -32.6% | +14.6% | -14.3% |
| 6M | +10.3% | -25.8% | +36.1% | +11.3% |
| YTD | -9.9% | -22.1% | +12.2% | -10.5% |
| 1Y | -1.1% | -36.2% | +35.2% | +0.7% |
| 3Y | +13.0% | +10.0% | +3.0% | +0.7% |
| 5Y | -12.3% | -71.6% | +59.3% | -18.9% |
| All | -12.3% | -72.1% | +59.8% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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