-20.2%
AMRZ vs IBN
-9.2%
-11.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.5% |
| 7D | -4.7% | -5.1% | +0.4% | -2.1% |
| 30D | -11.3% | -3.5% | -7.8% | -9.7% |
| 3M | -22.1% | +11.3% | -33.4% | -25.7% |
| 6M | -29.6% | +4.4% | -34.0% | -32.1% |
| YTD | -23.3% | -1.8% | -21.5% | -25.3% |
| 1Y | -23.7% | -8.0% | -15.7% | -25.6% |
| All | -20.2% | -9.2% | -11.0% | -22.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling