+677.5%
IWF vs AMBA
+772.6%
-95.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.1% | -4.9% | +0.2% |
| 7D | -5.0% | -7.2% | +2.3% | -3.8% |
| 30D | -13.2% | -10.4% | -2.8% | -11.7% |
| 3M | -9.4% | -30.1% | +20.7% | -4.2% |
| 6M | -8.6% | -22.4% | +13.9% | -7.3% |
| YTD | -5.3% | -17.3% | +12.0% | -5.9% |
| 1Y | -5.0% | -35.4% | +30.4% | -2.0% |
| 3Y | +64.6% | +18.6% | +46.0% | +46.2% |
| 5Y | +50.8% | -69.8% | +120.6% | +56.7% |
| 10Y | +385.7% | +1.1% | +384.6% | +296.2% |
| All | +677.5% | +772.6% | -95.0% | +401.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling