+8,471.9%
AMD vs IEF
+4.9%
+8,467.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.1% | +6.0% | +5.9% |
| 7D | +10.0% | +0.1% | +10.0% | +10.1% |
| 30D | +4.6% | -0.7% | +5.4% | +4.3% |
| 3M | +3.1% | -0.4% | +3.6% | +3.0% |
| 6M | +162.8% | -2.5% | +165.3% | +159.2% |
| YTD | +136.2% | -1.6% | +137.7% | +134.1% |
| 1Y | +234.0% | -1.3% | +235.3% | +231.9% |
| 3Y | +376.7% | +10.1% | +366.6% | +396.0% |
| 5Y | +376.3% | -8.3% | +384.7% | +277.7% |
| All | +8,471.9% | +4.9% | +8,467.0% | +10,135.7% |
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