+19.2%
IJR vs AMBA
-35.5%
+54.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -1.0% |
| 7D | +2.3% | +10.7% | -8.4% | +1.4% |
| 30D | +2.2% | -5.0% | +7.2% | +2.5% |
| 3M | -5.3% | -26.9% | +21.6% | -3.0% |
| 6M | +4.3% | -21.9% | +26.2% | +4.7% |
| YTD | +18.0% | -13.8% | +31.8% | +14.8% |
| 1Y | +19.2% | -36.1% | +55.3% | +18.8% |
| All | +19.2% | -35.5% | +54.7% | +18.8% |
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 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