+18.6%
AMCR vs IBB
+127.7%
-109.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.8% | -0.4% |
| 7D | -4.5% | +1.6% | -6.1% | -5.2% |
| 30D | +4.9% | +6.7% | -1.8% | +1.9% |
| 3M | -4.6% | +6.3% | -10.9% | -7.4% |
| 6M | +15.2% | +23.9% | -8.7% | +4.6% |
| YTD | +9.7% | +26.6% | -16.8% | -1.2% |
| 1Y | +10.5% | +29.6% | -19.1% | -1.6% |
| 3Y | +13.8% | +86.1% | -72.2% | -13.4% |
| 5Y | -9.1% | +40.3% | -49.5% | -24.0% |
| All | +18.6% | +127.7% | -109.1% | -17.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling