+91.1%
AMKR vs IEF
-9.5%
+100.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.5% |
| 7D | +8.3% | -1.3% | +9.6% | +8.4% |
| 30D | -6.8% | -1.7% | -5.0% | -6.6% |
| 3M | -31.9% | -2.5% | -29.4% | -31.8% |
| 6M | +18.4% | -3.3% | +21.6% | +18.6% |
| YTD | +31.7% | -2.8% | +34.5% | +31.9% |
| 1Y | +105.2% | -2.7% | +108.0% | +105.7% |
| 3Y | +147.7% | +8.9% | +138.8% | +144.9% |
| All | +91.1% | -9.5% | +100.6% | +50.8% |
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 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