+197.5%
IWD vs AMBA
-7.1%
+204.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -0.3% | -11.0% | +10.7% | +1.3% |
| 30D | +0.6% | -23.2% | +23.7% | +4.1% |
| 3M | +7.2% | -12.7% | +19.9% | +7.3% |
| 6M | +16.2% | +11.2% | +5.0% | +11.2% |
| YTD | +23.3% | -11.2% | +34.6% | +21.3% |
| 1Y | +29.6% | -22.5% | +52.1% | +28.7% |
| 3Y | +70.5% | -1.3% | +71.8% | +56.4% |
| 5Y | +73.5% | -54.2% | +127.6% | +66.0% |
| All | +197.5% | -7.1% | +204.5% | +126.3% |
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