-10.2%
AMCR vs IBN
+52.7%
-62.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -5.0% | -5.5% | +0.5% | -3.2% |
| 30D | -8.0% | -3.4% | -4.6% | -6.9% |
| 3M | +14.3% | +8.7% | +5.6% | +11.3% |
| 6M | +5.3% | +3.7% | +1.6% | +4.0% |
| YTD | +7.7% | -2.4% | +10.1% | +8.0% |
| 1Y | +10.8% | -8.1% | +18.9% | +12.8% |
| 3Y | +9.6% | +26.3% | -16.7% | -1.1% |
| 5Y | -10.2% | +54.9% | -65.1% | -26.6% |
| All | -10.2% | +52.7% | -62.9% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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