+201.7%
IWD vs AMBA
-0.9%
+202.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.4% |
| 7D | +2.3% | +2.7% | -0.4% | +1.9% |
| 30D | +3.6% | -2.2% | +5.8% | +3.7% |
| 3M | +2.2% | -26.6% | +28.8% | +5.9% |
| 6M | +13.0% | -26.8% | +39.7% | +14.7% |
| YTD | +26.5% | -15.1% | +41.6% | +24.7% |
| 1Y | +30.1% | -32.3% | +62.4% | +31.9% |
| 3Y | +84.9% | +19.8% | +65.1% | +64.0% |
| 5Y | +73.4% | -69.2% | +142.6% | +76.9% |
| All | +201.7% | -0.9% | +202.6% | +123.2% |
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