+26.8%
IP vs AMCR
+22.3%
+4.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.5% |
| 7D | -3.0% | -7.9% | +4.9% | +1.9% |
| 30D | +10.6% | +8.2% | +2.4% | +5.5% |
| 3M | -13.6% | -4.3% | -9.2% | -11.3% |
| 6M | +10.4% | +16.6% | -6.2% | +1.2% |
| YTD | -6.5% | +13.1% | -19.6% | -12.9% |
| 1Y | -2.1% | +14.4% | -16.5% | -9.4% |
| 3Y | +22.0% | +18.4% | +3.6% | +9.0% |
| 5Y | -9.7% | -5.8% | -3.9% | -8.8% |
| 10Y | +26.8% | +22.3% | +4.5% | +7.0% |
| All | +26.8% | +22.3% | +4.5% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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