+106.4%
AMCR vs IBB
+420.2%
-313.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -1.9% | +1.4% | -3.3% | -2.2% |
| 30D | -4.1% | +10.5% | -14.6% | -6.6% |
| 3M | +21.7% | +23.6% | -2.0% | +15.0% |
| 6M | +1.5% | +22.6% | -21.1% | -3.8% |
| YTD | +13.1% | +25.7% | -12.6% | +6.5% |
| 1Y | +16.5% | +51.4% | -34.9% | +4.7% |
| 3Y | +10.3% | +64.4% | -54.1% | -3.2% |
| 5Y | -7.7% | +22.1% | -29.8% | -15.4% |
| 10Y | +24.6% | +132.5% | -107.8% | +5.5% |
| All | +106.4% | +420.2% | -313.7% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded IBB 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling