+59.9%
AMGN vs IEF
+9.2%
+50.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -1.5% |
| 7D | -13.9% | -1.2% | -12.7% | -12.9% |
| 30D | -7.1% | -1.5% | -5.7% | -5.9% |
| 3M | +13.9% | -1.7% | +15.6% | +15.7% |
| 6M | +3.2% | -3.5% | +6.8% | +6.6% |
| YTD | +19.2% | -2.6% | +21.9% | +22.2% |
| 1Y | +41.1% | -2.4% | +43.5% | +44.4% |
| All | +59.9% | +9.2% | +50.7% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling