-18.5%
AMRZ vs IBN
+6.0%
-24.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -6.0% | -3.8% |
| 7D | +1.2% | +15.1% | -13.9% | -5.8% |
| 30D | +15.1% | +21.6% | -6.6% | +4.2% |
| 3M | -18.1% | +11.2% | -29.2% | -22.5% |
| 6M | -23.5% | +27.8% | -51.2% | -32.2% |
| YTD | -21.6% | +14.7% | -36.3% | -29.6% |
| 1Y | -14.7% | +14.4% | -29.2% | -23.4% |
| All | -18.5% | +6.0% | -24.5% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling