-10.3%
AMCR vs IBB
+20.0%
-30.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -0.7% |
| 7D | -1.8% | -1.7% | -0.2% | -1.0% |
| 30D | -6.0% | +4.9% | -10.9% | -8.4% |
| 3M | +18.9% | +24.2% | -5.3% | +6.7% |
| 6M | +5.7% | +23.8% | -18.2% | -5.0% |
| YTD | +11.1% | +23.0% | -11.9% | 0.0% |
| 1Y | +12.7% | +46.2% | -33.4% | -6.7% |
| 3Y | +9.6% | +64.8% | -55.2% | -15.5% |
| 5Y | -10.3% | +20.9% | -31.2% | -30.3% |
| All | -10.3% | +20.0% | -30.3% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling