+367.5%
IJR vs AMBA
+837.3%
-469.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.5% |
| 7D | -0.2% | -11.0% | +10.8% | +1.9% |
| 30D | -2.4% | -23.2% | +20.7% | +2.1% |
| 3M | +3.9% | -12.7% | +16.6% | +4.2% |
| 6M | +12.4% | +11.2% | +1.2% | +6.6% |
| YTD | +21.5% | -11.2% | +32.7% | +19.3% |
| 1Y | +24.0% | -22.5% | +46.5% | +23.4% |
| 3Y | +49.7% | -1.3% | +51.0% | +36.5% |
| 5Y | +39.7% | -54.2% | +93.8% | +35.7% |
| 10Y | +169.0% | -6.1% | +175.1% | +112.9% |
| All | +367.5% | +837.3% | -469.8% | +168.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling