+61.4%
AMAT vs IEF
-1.9%
+63.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.7% |
| 7D | -11.2% | +0.9% | -12.1% | -11.9% |
| 30D | -31.9% | +3.1% | -35.0% | -34.7% |
| 3M | -32.3% | -1.4% | -31.0% | -29.1% |
| 6M | -5.4% | -1.6% | -3.8% | -0.5% |
| YTD | +44.3% | -2.1% | +46.4% | +53.2% |
| 1Y | +61.4% | -2.0% | +63.4% | +72.4% |
| All | +61.4% | -1.9% | +63.3% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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