+2,835.9%
AMAT vs IEF
+129.2%
+2,706.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.1% |
| 7D | -14.7% | +0.1% | -14.8% | -14.5% |
| 30D | -36.1% | +3.1% | -39.2% | -33.6% |
| 3M | -36.9% | -0.8% | -36.0% | -37.3% |
| 6M | -22.2% | -2.0% | -20.2% | -24.0% |
| YTD | +29.9% | -1.9% | +31.8% | +26.9% |
| 1Y | +43.3% | -1.8% | +45.1% | +40.0% |
| 3Y | +142.7% | +12.0% | +130.6% | +179.9% |
| 5Y | +126.2% | -7.5% | +133.7% | +92.3% |
| 10Y | +1,211.7% | +5.2% | +1,206.6% | +1,308.2% |
| All | +2,835.9% | +129.2% | +2,706.8% | +18,960.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling