+5,551.7%
AMD vs IEF
+129.4%
+5,422.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.6% |
| 7D | +2.6% | -0.3% | +2.9% | +2.2% |
| 30D | -0.9% | -0.8% | -0.1% | -2.0% |
| 3M | -8.7% | -1.0% | -7.7% | -10.1% |
| 6M | +136.3% | -2.8% | +139.1% | +125.1% |
| YTD | +123.0% | -1.5% | +124.5% | +116.6% |
| 1Y | +195.2% | -0.4% | +195.6% | +192.2% |
| 3Y | +336.3% | +9.7% | +326.7% | +395.8% |
| 5Y | +334.5% | -8.3% | +342.8% | +242.1% |
| 10Y | +6,259.1% | +4.6% | +6,254.5% | +6,703.3% |
| All | +5,551.7% | +129.4% | +5,422.4% | +58,676.2% |
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 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