-16.6%
AMRZ vs IBN
+7.8%
-24.4%
-44.5%
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 | -1.1% | +14.6% | -15.7% | -7.7% |
| 30D | +18.3% | +23.5% | -5.2% | +6.3% |
| 3M | -8.0% | +14.0% | -22.0% | -14.0% |
| 6M | -18.7% | +31.1% | -49.8% | -28.8% |
| YTD | -19.8% | +16.6% | -36.4% | -28.5% |
| 1Y | -12.3% | +14.9% | -27.2% | -21.9% |
| All | -16.6% | +7.8% | -24.4% | -26.0% |
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