+354.8%
IGV vs AMBA
+12.8%
+342.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.3% | -2.7% | +1.4% |
| 7D | -0.4% | 0.0% | -0.4% | -0.5% |
| 30D | -9.9% | -8.6% | -1.4% | -8.2% |
| 3M | -1.2% | -29.0% | +27.8% | +6.0% |
| 6M | +11.3% | -19.2% | +30.5% | +11.3% |
| YTD | -4.0% | -13.0% | +9.0% | -7.1% |
| 1Y | -7.3% | -31.3% | +24.0% | -5.6% |
| 3Y | +42.8% | +28.1% | +14.6% | +15.7% |
| 5Y | +13.7% | -69.4% | +83.1% | +19.9% |
| 10Y | +354.8% | +7.6% | +347.2% | +204.7% |
| All | +354.8% | +12.8% | +342.0% | +204.7% |
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