-20.8%
IP vs AMRZ
-19.2%
-1.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -0.3% | -2.1% | +1.8% | +0.8% |
| 30D | +7.9% | +13.0% | -5.0% | +1.5% |
| 3M | -15.3% | -12.1% | -3.2% | -9.9% |
| 6M | +10.5% | -19.1% | +29.6% | +21.8% |
| YTD | -9.4% | -23.3% | +13.9% | +2.4% |
| 1Y | -4.6% | -16.6% | +11.9% | +5.5% |
| All | -20.8% | -19.2% | -1.7% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 3y: compounded portfolio wealth divided by compounded AMRZ 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…
3y analysis · Full analysis span regression · 6 months rolling