+83.7%
IP vs AMBA
+807.9%
-724.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.3% | +1.7% |
| 7D | +3.4% | -8.1% | +11.5% | +4.5% |
| 30D | +11.2% | -10.8% | +22.0% | +12.8% |
| 3M | -14.8% | -25.9% | +11.1% | -11.6% |
| 6M | +17.3% | -13.9% | +31.1% | +16.2% |
| YTD | -6.2% | -14.0% | +7.8% | -7.8% |
| 1Y | +2.3% | -25.7% | +28.0% | +2.1% |
| 3Y | +17.7% | +21.5% | -3.8% | +4.7% |
| 5Y | -8.4% | -68.9% | +60.5% | -7.0% |
| 10Y | +32.1% | +5.2% | +26.9% | +2.0% |
| All | +83.7% | +807.9% | -724.2% | +5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling