+383.3%
IWF vs AMBA
+12.8%
+370.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.3% | -2.4% | +1.8% |
| 7D | -1.0% | 0.0% | -1.0% | -1.1% |
| 30D | -10.1% | -8.6% | -1.5% | -8.5% |
| 3M | -7.6% | -29.0% | +21.4% | -1.6% |
| 6M | -6.7% | -19.2% | +12.5% | -6.1% |
| YTD | -2.5% | -13.0% | +10.4% | -4.6% |
| 1Y | -2.1% | -31.3% | +29.2% | +0.1% |
| 3Y | +68.6% | +28.1% | +40.5% | +41.9% |
| 5Y | +55.8% | -69.4% | +125.3% | +63.0% |
| 10Y | +383.3% | +7.6% | +375.6% | +241.2% |
| All | +383.3% | +12.8% | +370.4% | +241.2% |
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