+32.1%
IP vs AMC
-98.5%
+130.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.3% | -5.8% | +1.3% |
| 7D | +3.4% | +17.7% | -14.3% | +2.9% |
| 30D | +11.2% | +26.2% | -14.9% | +10.5% |
| 3M | -14.8% | +31.3% | -46.1% | -15.5% |
| 6M | +17.3% | +142.8% | -125.5% | +13.8% |
| YTD | -6.2% | +125.6% | -131.8% | -9.0% |
| 1Y | +2.3% | +40.2% | -37.9% | +0.5% |
| 3Y | +17.7% | -67.2% | +84.8% | +17.8% |
| 5Y | -8.4% | -99.1% | +90.7% | -3.5% |
| 10Y | +32.1% | -98.5% | +130.6% | +24.2% |
| All | +32.1% | -98.5% | +130.6% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 10y: compounded portfolio wealth divided by compounded AMC 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…
10y analysis · Full analysis span regression · 6 months rolling