-18.1%
AMRZ vs IBN
+9.1%
-27.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.4% |
| 7D | +0.2% | +15.8% | -15.6% | -6.9% |
| 30D | +16.2% | +25.1% | -8.9% | +3.8% |
| 3M | -8.9% | +16.0% | -24.9% | -15.6% |
| 6M | -20.1% | +32.8% | -52.9% | -30.5% |
| YTD | -21.3% | +18.0% | -39.3% | -30.2% |
| 1Y | -12.6% | +15.9% | -28.5% | -22.6% |
| All | -18.1% | +9.1% | -27.2% | -27.7% |
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 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