+65.4%
IVZ vs AMBA
-7.1%
+72.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | +0.6% | -11.0% | +11.6% | +3.8% |
| 30D | +4.0% | -23.2% | +27.2% | +11.4% |
| 3M | +18.2% | -12.7% | +30.9% | +18.3% |
| 6M | +32.8% | +11.2% | +21.6% | +21.4% |
| YTD | +28.7% | -11.2% | +40.0% | +24.8% |
| 1Y | +55.4% | -22.5% | +77.9% | +54.1% |
| 3Y | +135.2% | -1.3% | +136.5% | +102.8% |
| 5Y | +64.2% | -54.2% | +118.3% | +57.9% |
| All | +65.4% | -7.1% | +72.5% | +11.8% |
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 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