-12.3%
AMRZ vs IBN
+4.2%
-16.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.8% | +1.4% | +2.7% |
| 7D | +10.3% | +8.9% | +1.4% | +4.4% |
| 30D | +18.7% | +12.6% | +6.0% | +9.8% |
| 3M | -14.6% | +3.1% | -17.7% | -16.3% |
| 6M | -12.9% | +20.6% | -33.5% | -22.9% |
| YTD | -17.4% | +5.8% | -23.1% | -23.6% |
| 1Y | -12.3% | +3.7% | -16.0% | -18.5% |
| All | -12.3% | +4.2% | -16.5% | -18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling