+96.6%
AMCR vs IBN
+521.3%
-424.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.4% |
| 7D | -1.8% | -2.2% | +0.3% | -1.5% |
| 30D | -6.0% | -2.3% | -3.7% | -5.7% |
| 3M | +18.9% | +15.9% | +3.1% | +16.4% |
| 6M | +5.7% | +5.6% | +0.1% | +4.8% |
| YTD | +11.1% | -0.1% | +11.2% | +11.0% |
| 1Y | +12.7% | -6.5% | +19.3% | +13.6% |
| 3Y | +9.6% | +29.3% | -19.7% | +5.0% |
| 5Y | -10.3% | +56.6% | -66.9% | -16.6% |
| 10Y | +16.5% | +314.4% | -297.9% | +0.4% |
| All | +96.6% | +521.3% | -424.7% | +68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling