+80.4%
IWD vs AMBA
+10.0%
+70.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.4% | +6.8% | -1.7% |
| 7D | -0.9% | -14.6% | +13.7% | +0.5% |
| 30D | +2.6% | -18.8% | +21.4% | +4.5% |
| 3M | +1.2% | -32.6% | +33.8% | +4.7% |
| 6M | +12.1% | -25.8% | +37.9% | +12.9% |
| YTD | +24.1% | -22.1% | +46.3% | +23.4% |
| 1Y | +28.5% | -36.2% | +64.7% | +30.3% |
| All | +80.4% | +10.0% | +70.4% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling