+26.5%
IP vs AME
+442.8%
-416.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | -0.9% |
| 7D | -5.1% | -5.2% | +0.1% | -2.0% |
| 30D | +8.5% | -8.0% | +16.5% | +14.1% |
| 3M | -13.8% | -8.9% | -4.9% | -9.0% |
| 6M | +5.7% | -5.0% | +10.7% | +8.5% |
| YTD | -9.1% | +11.9% | -21.0% | -16.9% |
| 1Y | -0.8% | +16.6% | -17.5% | -11.8% |
| 3Y | +14.8% | +62.5% | -47.7% | -22.1% |
| 5Y | -11.5% | +67.6% | -79.1% | -42.3% |
| All | +26.5% | +442.8% | -416.3% | -59.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling