+264.6%
AMD vs IEF
-8.1%
+272.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.2% | -8.6% | -8.7% |
| 7D | +18.9% | -2.0% | +20.9% | +19.3% |
| 30D | -6.4% | +0.7% | -7.1% | -6.8% |
| 3M | +10.6% | -2.5% | +13.1% | +11.1% |
| 6M | +19.9% | -2.6% | +22.4% | +20.4% |
| YTD | +149.4% | -3.2% | +152.6% | +150.8% |
| 1Y | +115.4% | -3.0% | +118.4% | +116.5% |
| 3Y | +357.3% | +10.5% | +346.7% | +340.9% |
| All | +264.6% | -8.1% | +272.7% | +179.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling