+202.5%
IWD vs AMBA
+4.3%
+198.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.3% |
| 7D | +1.6% | -2.6% | +4.2% | +1.8% |
| 30D | +3.6% | -10.5% | +14.1% | +4.9% |
| 3M | +2.0% | -26.4% | +28.5% | +5.8% |
| 6M | +13.1% | -20.9% | +33.9% | +13.5% |
| YTD | +26.2% | -14.8% | +41.0% | +24.3% |
| 1Y | +29.6% | -36.1% | +65.6% | +32.4% |
| 3Y | +84.3% | +20.2% | +64.1% | +63.5% |
| 5Y | +73.4% | -67.2% | +140.7% | +75.2% |
| 10Y | +202.5% | +5.0% | +197.5% | +123.4% |
| All | +202.5% | +4.3% | +198.1% | +123.4% |
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