+75.3%
IBN vs AMBA
-66.8%
+142.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.7% |
| 7D | +11.1% | +2.6% | +8.6% | +10.8% |
| 30D | +23.9% | -3.6% | +27.4% | +24.0% |
| 3M | +16.3% | -24.6% | +40.9% | +18.7% |
| 6M | +34.2% | -21.6% | +55.8% | +34.6% |
| YTD | +17.6% | -11.8% | +29.3% | +15.6% |
| 1Y | +13.8% | -33.2% | +47.0% | +14.8% |
| 3Y | +57.0% | +24.5% | +32.5% | +39.3% |
| 5Y | +75.3% | -67.7% | +143.0% | +73.3% |
| All | +75.3% | -66.8% | +142.1% | +73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling