+103.4%
AMGN vs IEF
-9.5%
+112.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.2% | -1.2% |
| 7D | -13.7% | -1.3% | -12.4% | -13.1% |
| 30D | -8.8% | -1.7% | -7.1% | -8.0% |
| 3M | +7.2% | -2.5% | +9.7% | +8.6% |
| 6M | +1.3% | -3.3% | +4.5% | +3.0% |
| YTD | +17.6% | -2.8% | +20.5% | +19.4% |
| 1Y | +37.2% | -2.7% | +39.9% | +39.1% |
| 3Y | +57.7% | +8.9% | +48.8% | +53.0% |
| All | +103.4% | -9.5% | +112.9% | +87.3% |
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