-14.7%
AMRZ vs IBB
+69.0%
-83.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | 0.0% |
| 7D | -1.9% | +1.4% | -3.3% | -2.5% |
| 30D | -16.9% | +10.5% | -27.4% | -21.3% |
| 3M | -19.2% | +23.6% | -42.8% | -28.9% |
| 6M | -29.3% | +22.6% | -51.9% | -37.6% |
| YTD | -18.0% | +25.7% | -43.6% | -28.8% |
| 1Y | -15.1% | +51.4% | -66.5% | -35.6% |
| All | -14.7% | +69.0% | -83.7% | -39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling