+205.1%
IWD vs AMBA
-0.9%
+205.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.1% | -6.5% | -1.2% |
| 7D | -0.5% | -7.2% | +6.8% | +0.5% |
| 30D | +2.7% | -10.4% | +13.0% | +3.9% |
| 3M | +0.9% | -30.1% | +31.0% | +5.3% |
| 6M | +10.5% | -22.4% | +33.0% | +11.2% |
| YTD | +23.7% | -17.3% | +41.0% | +22.3% |
| 1Y | +28.7% | -35.4% | +64.1% | +31.3% |
| 3Y | +79.7% | +18.6% | +61.1% | +59.6% |
| 5Y | +69.7% | -69.8% | +139.5% | +73.4% |
| All | +205.1% | -0.9% | +205.9% | +126.6% |
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