+355.7%
IBN vs AMBA
-0.9%
+356.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.1% | -1.9% | +3.4% |
| 7D | +15.1% | -7.2% | +22.3% | +16.0% |
| 30D | +21.6% | -10.4% | +32.0% | +22.9% |
| 3M | +11.2% | -30.1% | +41.3% | +15.5% |
| 6M | +27.8% | -22.4% | +50.2% | +28.2% |
| YTD | +14.7% | -17.3% | +32.0% | +13.1% |
| 1Y | +14.4% | -35.4% | +49.8% | +16.1% |
| 3Y | +52.1% | +18.6% | +33.5% | +32.9% |
| 5Y | +70.7% | -69.8% | +140.5% | +75.8% |
| All | +355.7% | -0.9% | +356.5% | +241.7% |
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