+1,188.7%
AMGN vs IEF
+128.5%
+1,060.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.6% |
| 7D | -11.6% | -0.3% | -11.3% | -11.8% |
| 30D | -5.7% | -0.6% | -5.1% | -6.0% |
| 3M | +14.2% | -1.0% | +15.2% | +13.5% |
| 6M | +5.2% | -3.1% | +8.3% | +3.3% |
| YTD | +22.0% | -1.9% | +23.9% | +20.6% |
| 1Y | +43.6% | -1.4% | +45.0% | +42.4% |
| 3Y | +65.0% | +9.8% | +55.2% | +73.9% |
| 5Y | +112.0% | -8.8% | +120.9% | +89.9% |
| 10Y | +216.6% | +4.7% | +211.9% | +224.2% |
| All | +1,188.7% | +128.5% | +1,060.3% | +2,970.8% |
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