+392.8%
IWF vs AMBA
+0.6%
+392.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.1% |
| 7D | +5.3% | +10.7% | -5.4% | +3.1% |
| 30D | -8.6% | -5.0% | -3.6% | -7.7% |
| 3M | -6.5% | -26.9% | +20.4% | -1.0% |
| 6M | -5.6% | -21.9% | +16.3% | -4.3% |
| YTD | -1.5% | -13.8% | +12.3% | -3.4% |
| 1Y | -2.8% | -36.1% | +33.2% | +0.9% |
| 3Y | +67.1% | +21.6% | +45.5% | +42.2% |
| 5Y | +57.6% | -68.8% | +126.4% | +64.3% |
| All | +392.8% | +0.6% | +392.2% | +249.0% |
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