-2.8%
IP vs AME
+21.9%
-24.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | 0.0% | -4.1% | +4.2% | +2.3% |
| 30D | +9.4% | -4.1% | +13.5% | +11.5% |
| 3M | -14.1% | -5.6% | -8.4% | -11.6% |
| 6M | +9.2% | +2.8% | +6.3% | +4.6% |
| YTD | -7.5% | +16.6% | -24.1% | -22.8% |
| 1Y | -2.8% | +21.1% | -23.9% | -22.9% |
| All | -2.8% | +21.9% | -24.7% | -22.9% |
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