+234.0%
AMD vs IEF
-1.2%
+235.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.1% | +6.0% | +6.0% |
| 7D | +10.0% | +0.1% | +10.0% | +9.9% |
| 30D | +4.6% | -0.7% | +5.4% | +5.8% |
| 3M | +3.1% | -0.4% | +3.6% | +3.5% |
| 6M | +162.8% | -2.5% | +165.3% | +156.4% |
| YTD | +136.2% | -1.6% | +137.7% | +139.1% |
| 1Y | +234.0% | -1.3% | +235.3% | +257.2% |
| All | +234.0% | -1.2% | +235.3% | +257.2% |
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 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