+150.3%
IJR vs AMBA
+0.6%
+149.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.7% |
| 7D | +2.3% | +10.7% | -8.4% | +0.2% |
| 30D | +2.2% | -5.0% | +7.2% | +3.0% |
| 3M | -5.3% | -26.9% | +21.6% | +0.1% |
| 6M | +4.3% | -21.9% | +26.2% | +5.2% |
| YTD | +18.0% | -13.8% | +31.8% | +15.2% |
| 1Y | +19.2% | -36.1% | +55.3% | +23.3% |
| 3Y | +61.1% | +21.6% | +39.5% | +36.5% |
| 5Y | +27.3% | -68.8% | +96.1% | +32.7% |
| All | +150.3% | +0.6% | +149.7% | +71.7% |
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