-5.0%
IWF vs AMBA
-34.6%
+29.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.6% |
| 7D | -2.9% | -2.7% | -0.3% | -2.6% |
| 30D | -10.9% | -10.5% | -0.4% | -9.8% |
| 3M | -8.1% | -26.4% | +18.3% | -5.2% |
| 6M | -7.5% | -20.9% | +13.4% | -7.3% |
| YTD | -3.4% | -14.8% | +11.4% | -6.3% |
| 1Y | -5.0% | -36.1% | +31.1% | -6.3% |
| All | -5.0% | -34.6% | +29.6% | -6.3% |
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 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