+388.7%
IBN vs AMBA
+807.9%
-419.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.7% | +5.5% | +4.0% |
| 7D | +8.9% | -8.1% | +17.0% | +10.0% |
| 30D | +12.6% | -10.8% | +23.4% | +14.0% |
| 3M | +3.1% | -25.9% | +29.0% | +6.4% |
| 6M | +20.6% | -13.9% | +34.4% | +19.5% |
| YTD | +5.8% | -14.0% | +19.8% | +4.1% |
| 1Y | +3.7% | -25.7% | +29.3% | +3.3% |
| 3Y | +40.3% | +21.5% | +18.8% | +23.9% |
| 5Y | +58.0% | -68.9% | +127.0% | +61.3% |
| 10Y | +347.9% | +5.2% | +342.7% | +255.2% |
| All | +388.7% | +807.9% | -419.2% | +197.6% |
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