+397.6%
IBN vs AMBA
-0.9%
+398.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.6% |
| 7D | +1.9% | +2.7% | -0.8% | +1.5% |
| 30D | +22.1% | -2.2% | +24.3% | +22.1% |
| 3M | +17.1% | -26.6% | +43.7% | +21.0% |
| 6M | +35.5% | -26.8% | +62.3% | +37.2% |
| YTD | +16.8% | -15.1% | +31.9% | +14.8% |
| 1Y | +12.4% | -32.3% | +44.7% | +13.4% |
| 3Y | +58.0% | +19.8% | +38.2% | +38.0% |
| 5Y | +73.7% | -69.2% | +143.0% | +78.7% |
| All | +397.6% | -0.9% | +398.5% | +271.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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