+1,591.4%
AMAT vs IEF
+4.0%
+1,587.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -1.5% | -0.3% | -1.2% | -1.7% |
| 30D | -14.8% | -0.8% | -14.0% | -15.1% |
| 3M | -9.3% | -1.0% | -8.3% | -9.8% |
| 6M | +27.4% | -2.8% | +30.2% | +25.1% |
| YTD | +77.6% | -1.5% | +79.1% | +75.8% |
| 1Y | +188.9% | -0.4% | +189.4% | +188.1% |
| 3Y | +202.3% | +9.7% | +192.6% | +218.2% |
| 5Y | +248.9% | -8.3% | +257.2% | +175.3% |
| All | +1,591.4% | +4.0% | +1,587.4% | +1,696.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling