+29.3%
IWD vs AMBA
-32.6%
+61.8%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | +0.3% |
| 7D | -0.6% | +2.6% | -3.1% | -0.7% |
| 30D | +3.6% | -3.6% | +7.2% | +3.7% |
| 3M | +2.7% | -24.6% | +27.3% | +3.8% |
| 6M | +13.2% | -21.6% | +34.8% | +13.2% |
| YTD | +26.8% | -11.8% | +38.5% | +24.1% |
| 1Y | +29.3% | -33.2% | +62.5% | +27.8% |
| All | +29.3% | -32.6% | +61.8% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling