+70.3%
IWD vs AMBA
-72.1%
+142.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.4% | +6.8% | -1.5% |
| 7D | -0.9% | -14.6% | +13.7% | +0.8% |
| 30D | +2.6% | -18.8% | +21.4% | +4.9% |
| 3M | +1.2% | -32.6% | +33.8% | +5.5% |
| 6M | +12.1% | -25.8% | +37.9% | +13.2% |
| YTD | +24.1% | -22.1% | +46.3% | +23.7% |
| 1Y | +28.5% | -36.2% | +64.7% | +30.8% |
| 3Y | +79.5% | +10.0% | +69.5% | +62.1% |
| 5Y | +70.3% | -71.6% | +141.9% | +64.2% |
| All | +70.3% | -72.1% | +142.4% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling