+729.7%
IGV vs AMBA
+772.6%
-42.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.1% | -6.3% | -1.3% |
| 7D | -5.2% | -7.2% | +2.1% | -3.9% |
| 30D | -10.0% | -10.4% | +0.4% | -8.2% |
| 3M | -0.5% | -30.1% | +29.6% | +6.0% |
| 6M | +12.6% | -22.4% | +35.0% | +13.7% |
| YTD | -6.4% | -17.3% | +10.9% | -7.8% |
| 1Y | -9.5% | -35.4% | +25.9% | -6.8% |
| 3Y | +41.7% | +18.6% | +23.1% | +22.2% |
| 5Y | +12.7% | -69.8% | +82.5% | +18.2% |
| 10Y | +354.1% | +1.1% | +353.0% | +257.1% |
| All | +729.7% | +772.6% | -42.9% | +396.2% |
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