+199.0%
AMD vs IBN
+68.5%
+130.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +4.2% | +6.9% | +8.6% |
| 7D | -11.0% | +15.1% | -26.1% | -18.4% |
| 30D | -30.5% | +21.6% | -52.1% | -38.7% |
| 3M | -8.2% | +11.2% | -19.4% | -14.6% |
| 6M | +6.6% | +27.8% | -21.2% | -9.5% |
| YTD | +109.7% | +14.7% | +95.0% | +89.3% |
| 1Y | +88.9% | +14.4% | +74.5% | +70.4% |
| 3Y | +301.8% | +52.1% | +249.7% | +175.7% |
| All | +199.0% | +68.5% | +130.5% | +82.5% |
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