-13.6%
IP vs AMCR
-9.1%
-4.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -0.3% | -2.4% | +2.1% | +1.4% |
| 30D | +7.9% | +3.6% | +4.3% | +5.2% |
| 3M | -15.3% | -4.2% | -11.1% | -12.8% |
| 6M | +10.5% | +15.5% | -5.0% | +0.6% |
| YTD | -9.4% | +9.7% | -19.1% | -15.0% |
| 1Y | -4.6% | +8.3% | -12.9% | -9.7% |
| 3Y | +21.2% | +15.4% | +5.9% | +6.8% |
| All | -13.6% | -9.1% | -4.5% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling