-12.3%
IP vs AMC
-99.3%
+87.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -12.5% | +8.5% | -3.3% |
| 7D | -5.0% | 0.0% | -5.0% | -5.0% |
| 30D | +6.5% | +4.4% | +2.1% | +6.3% |
| 3M | -18.0% | +15.4% | -33.4% | -18.8% |
| 6M | +10.3% | +93.7% | -83.4% | +5.5% |
| YTD | -9.9% | +97.4% | -107.3% | -14.2% |
| 1Y | -1.1% | +23.2% | -24.3% | -3.9% |
| 3Y | +13.0% | -71.3% | +84.3% | +14.2% |
| 5Y | -12.3% | -99.3% | +87.0% | -1.5% |
| All | -12.3% | -99.3% | +87.0% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling