+183.1%
IJH vs AMBA
+2.6%
+180.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.4% | -9.4% | -2.7% |
| 7D | -0.7% | +2.5% | -3.2% | -1.3% |
| 30D | -3.8% | -16.1% | +12.3% | -0.7% |
| 3M | 0.0% | +4.6% | -4.6% | -3.1% |
| 6M | +8.8% | +29.2% | -20.4% | -0.7% |
| YTD | +13.5% | -2.9% | +16.4% | +9.0% |
| 1Y | +15.4% | -18.7% | +34.1% | +13.5% |
| 3Y | +50.9% | +14.9% | +36.0% | +30.8% |
| 5Y | +47.8% | -53.0% | +100.8% | +40.9% |
| 10Y | +183.1% | +8.3% | +174.7% | +96.1% |
| All | +183.1% | +2.6% | +180.4% | +96.1% |
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 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