+24.2%
IJR vs AMBA
-25.6%
+49.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.1% | +1.5% |
| 7D | +2.3% | -8.1% | +10.3% | +2.9% |
| 30D | +2.8% | -10.8% | +13.6% | +3.7% |
| 3M | -4.6% | -25.9% | +21.3% | -2.4% |
| 6M | +5.7% | -13.9% | +19.5% | +4.6% |
| YTD | +19.9% | -14.0% | +33.9% | +16.9% |
| 1Y | +24.2% | -25.7% | +49.8% | +22.4% |
| All | +24.2% | -25.6% | +49.8% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling