+5,214.1%
AMD vs IEF
+129.2%
+5,084.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.1% | +11.2% | +10.9% |
| 7D | -11.0% | +0.1% | -11.2% | -10.8% |
| 30D | -30.5% | +3.1% | -33.6% | -27.2% |
| 3M | -8.2% | -0.5% | -7.7% | -8.6% |
| 6M | +6.6% | -1.6% | +8.2% | +3.9% |
| YTD | +109.7% | -1.6% | +111.3% | +104.0% |
| 1Y | +88.9% | -1.5% | +90.4% | +84.2% |
| 3Y | +301.8% | +12.4% | +289.4% | +378.3% |
| 5Y | +229.4% | -7.5% | +236.9% | +165.1% |
| 10Y | +6,745.1% | +5.2% | +6,740.0% | +7,335.0% |
| All | +5,214.1% | +129.2% | +5,084.9% | +55,257.6% |
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