+64.6%
IWF vs AMBA
+16.7%
+47.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.1% | -4.9% | +0.2% |
| 7D | -5.0% | -7.2% | +2.3% | -3.7% |
| 30D | -13.2% | -10.4% | -2.8% | -11.7% |
| 3M | -9.4% | -30.1% | +20.7% | -4.1% |
| 6M | -8.6% | -22.4% | +13.9% | -7.5% |
| YTD | -5.3% | -17.3% | +12.0% | -6.6% |
| 1Y | -5.0% | -35.4% | +30.4% | -2.1% |
| 3Y | +64.6% | +18.6% | +46.0% | +39.7% |
| All | +64.6% | +16.7% | +47.9% | +39.7% |
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