+1,315.3%
AMAT vs IEF
+6.4%
+1,308.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -0.1% | +11.4% | +11.3% |
| 7D | -1.1% | +0.3% | -1.4% | -0.8% |
| 30D | -26.9% | +2.7% | -29.6% | -25.8% |
| 3M | -31.2% | -0.8% | -30.4% | -31.3% |
| 6M | -14.7% | -1.7% | -13.0% | -15.4% |
| YTD | +44.7% | -1.6% | +46.3% | +43.4% |
| 1Y | +62.0% | -1.6% | +63.5% | +60.6% |
| 3Y | +165.0% | +12.4% | +152.6% | +184.9% |
| 5Y | +147.1% | -7.6% | +154.7% | +97.4% |
| 10Y | +1,315.3% | +7.6% | +1,307.7% | +1,544.7% |
| All | +1,315.3% | +6.4% | +1,308.9% | +1,544.7% |
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