+22.1%
IP vs AMCR
+15.7%
+6.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.4% | -0.1% |
| 7D | -2.8% | -8.5% | +5.7% | +3.4% |
| 30D | +9.2% | +6.8% | +2.4% | +4.2% |
| 3M | -16.1% | -5.0% | -11.1% | -13.2% |
| 6M | +9.6% | +13.9% | -4.3% | +0.6% |
| YTD | -8.8% | +11.2% | -20.0% | -15.1% |
| 1Y | -5.5% | +11.3% | -16.8% | -12.1% |
| All | +22.1% | +15.7% | +6.3% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling