+49.0%
IVZ vs AMBA
-6.6%
+55.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -9.4% | +1.4% | -5.4% |
| 7D | -6.7% | -14.6% | +7.9% | -2.5% |
| 30D | -10.9% | -18.8% | +7.9% | -5.9% |
| 3M | -14.8% | -32.6% | +17.8% | -6.0% |
| 6M | +2.4% | -25.8% | +28.2% | +4.9% |
| YTD | +5.4% | -22.1% | +27.5% | +5.4% |
| 1Y | +19.6% | -36.2% | +55.8% | +25.3% |
| 3Y | +122.4% | +10.0% | +112.5% | +84.4% |
| 5Y | +28.8% | -71.6% | +100.3% | +41.5% |
| All | +49.0% | -6.6% | +55.6% | -1.2% |
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