+49.0%
IVZ vs AMBA
-0.9%
+49.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.1% | -1.7% |
| 7D | -2.4% | -7.2% | +4.8% | -0.5% |
| 30D | -11.2% | -10.4% | -0.8% | -8.8% |
| 3M | -14.0% | -30.1% | +16.1% | -6.0% |
| 6M | +0.5% | -22.4% | +22.9% | +1.6% |
| YTD | +5.4% | -17.3% | +22.8% | +3.6% |
| 1Y | +19.5% | -35.4% | +54.8% | +24.9% |
| 3Y | +128.7% | +18.6% | +110.1% | +85.5% |
| 5Y | +28.8% | -69.8% | +98.6% | +39.1% |
| All | +49.0% | -0.9% | +49.9% | -2.9% |
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 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