+114.1%
IP vs AMCR
+105.2%
+8.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +3.0% | +1.8% |
| 7D | -5.1% | -5.3% | +0.3% | -2.6% |
| 30D | +8.5% | +8.7% | -0.2% | +4.4% |
| 3M | -13.8% | -3.3% | -10.5% | -12.4% |
| 6M | +5.7% | +15.1% | -9.3% | -0.4% |
| YTD | -9.1% | +12.4% | -21.5% | -13.5% |
| 1Y | -0.8% | +15.8% | -16.6% | -6.7% |
| 3Y | +14.8% | +16.7% | -1.9% | +7.1% |
| 5Y | -11.5% | -5.1% | -6.5% | -10.5% |
| 10Y | +27.9% | +21.5% | +6.4% | +15.1% |
| All | +114.1% | +105.2% | +8.9% | +89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling