+777.5%
IGV vs AMBA
+837.3%
-59.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -2.1% |
| 7D | -4.5% | -11.0% | +6.5% | -2.4% |
| 30D | +3.2% | -23.2% | +26.4% | +8.4% |
| 3M | +4.5% | -12.7% | +17.2% | +4.8% |
| 6M | +22.1% | +11.2% | +10.9% | +14.7% |
| YTD | -1.0% | -11.2% | +10.2% | -3.4% |
| 1Y | -2.1% | -22.5% | +20.4% | -2.9% |
| 3Y | +44.6% | -1.3% | +45.9% | +29.9% |
| 5Y | +22.2% | -54.2% | +76.3% | +19.4% |
| 10Y | +364.7% | -6.1% | +370.9% | +267.4% |
| All | +777.5% | +837.3% | -59.8% | +419.8% |
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