+373.7%
IBN vs AMBA
+837.3%
-463.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +1.4% | -11.0% | +12.4% | +2.8% |
| 30D | -0.3% | -23.2% | +22.8% | +2.8% |
| 3M | +17.1% | -12.7% | +29.8% | +17.1% |
| 6M | +3.4% | +11.2% | -7.8% | -0.8% |
| YTD | +2.5% | -11.2% | +13.8% | +0.9% |
| 1Y | -4.2% | -22.5% | +18.4% | -5.1% |
| 3Y | +32.4% | -1.3% | +33.7% | +21.1% |
| 5Y | +59.2% | -54.2% | +113.3% | +53.6% |
| 10Y | +345.7% | -6.1% | +351.8% | +259.2% |
| All | +373.7% | +837.3% | -463.5% | +188.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling