+319.9%
IP vs AME
+17,569.3%
-17,249.4%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.9% | +2.0% | -1.3% |
| 7D | -5.0% | -11.4% | +6.5% | +0.1% |
| 30D | +6.5% | -12.1% | +18.6% | +12.6% |
| 3M | -18.0% | -12.3% | -5.7% | -13.4% |
| 6M | +10.3% | -4.6% | +15.0% | +12.4% |
| YTD | -9.9% | +9.1% | -19.0% | -13.8% |
| 1Y | -1.1% | +13.3% | -14.3% | -6.9% |
| 3Y | +13.0% | +58.2% | -45.2% | -9.9% |
| 5Y | -12.3% | +63.4% | -75.7% | -31.4% |
| 10Y | +26.8% | +436.7% | -409.9% | -39.4% |
| All | +319.9% | +17,569.3% | -17,249.4% | -16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling