+41.1%
IJR vs AMBA
-53.5%
+94.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -0.9% |
| 7D | +0.9% | -6.4% | +7.3% | +2.1% |
| 30D | -3.1% | -26.8% | +23.7% | +2.5% |
| 3M | +4.4% | -7.6% | +12.0% | +3.6% |
| 6M | +16.1% | +21.2% | -5.1% | +7.3% |
| YTD | +20.6% | -10.4% | +31.0% | +17.7% |
| 1Y | +22.9% | -24.4% | +47.3% | +22.6% |
| 3Y | +55.2% | +6.0% | +49.2% | +36.3% |
| 5Y | +41.1% | -53.9% | +95.0% | +31.9% |
| All | +41.1% | -53.5% | +94.6% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling