+73.7%
AMAT vs IEF
-2.3%
+76.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.1% | +6.1% | +6.1% |
| 7D | +7.0% | -0.8% | +7.7% | +7.4% |
| 30D | -20.6% | +2.0% | -22.6% | -23.7% |
| 3M | -24.8% | -1.1% | -23.7% | -22.2% |
| 6M | -10.7% | -1.9% | -8.8% | -5.9% |
| YTD | +54.3% | -2.2% | +56.5% | +63.2% |
| 1Y | +73.7% | -2.3% | +76.1% | +84.5% |
| All | +73.7% | -2.3% | +76.0% | +84.5% |
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