+130.9%
IP vs AMCR
+100.2%
+30.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | -5.3% | -1.9% | -3.4% | -4.4% |
| 30D | -10.9% | -4.1% | -6.8% | -9.1% |
| 3M | +11.2% | +21.7% | -10.5% | +2.1% |
| 6M | -10.2% | +1.5% | -11.7% | -10.7% |
| YTD | -2.0% | +13.1% | -15.1% | -7.0% |
| 1Y | -19.1% | +13.0% | -32.1% | -23.1% |
| 3Y | +20.9% | +6.9% | +13.9% | +16.6% |
| 5Y | -17.8% | -10.5% | -7.4% | -15.1% |
| 10Y | +23.5% | +20.9% | +2.6% | +12.2% |
| All | +130.9% | +100.2% | +30.7% | +106.7% |
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