+337.5%
AMD vs IEF
-8.0%
+345.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +2.6% | -0.3% | +2.9% | +2.6% |
| 30D | -0.9% | -0.8% | -0.1% | -0.7% |
| 3M | -8.7% | -1.0% | -7.7% | -8.5% |
| 6M | +136.3% | -2.8% | +139.1% | +137.2% |
| YTD | +123.0% | -1.5% | +124.5% | +123.6% |
| 1Y | +195.2% | -0.4% | +195.6% | +195.6% |
| 3Y | +336.3% | +9.7% | +326.7% | +322.5% |
| All | +337.5% | -8.0% | +345.5% | +254.5% |
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