+408.6%
IBN vs AMBA
+722.2%
-313.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -9.4% | +13.5% | +5.2% |
| 7D | +11.7% | -14.6% | +26.2% | +13.7% |
| 30D | +16.1% | -18.8% | +34.9% | +18.7% |
| 3M | +7.0% | -32.6% | +39.6% | +11.6% |
| 6M | +26.1% | -25.8% | +51.9% | +27.2% |
| YTD | +10.1% | -22.1% | +32.2% | +9.5% |
| 1Y | +8.0% | -36.2% | +44.2% | +9.7% |
| 3Y | +46.0% | +10.0% | +36.0% | +30.3% |
| 5Y | +63.9% | -71.6% | +135.4% | +68.9% |
| 10Y | +366.1% | -4.7% | +370.8% | +273.6% |
| All | +408.6% | +722.2% | -313.6% | +213.1% |
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