-19.1%
IP vs AME
+29.8%
-48.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.5% |
| 7D | -5.3% | +0.6% | -5.9% | -5.5% |
| 30D | -10.9% | -6.7% | -4.2% | -8.0% |
| 3M | +11.2% | +4.1% | +7.1% | +9.0% |
| 6M | -10.2% | +1.6% | -11.8% | -13.1% |
| YTD | -2.0% | +16.1% | -18.1% | -4.3% |
| 1Y | -19.1% | +27.3% | -46.4% | -16.5% |
| All | -19.1% | +29.8% | -48.9% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling