+48.5%
AMZN vs IEF
-9.5%
+58.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -0.7% | -1.3% | +0.7% | -0.2% |
| 30D | -3.9% | -1.7% | -2.2% | -3.4% |
| 3M | +6.3% | -2.5% | +8.9% | +7.2% |
| 6M | +20.8% | -3.3% | +24.0% | +22.0% |
| YTD | +11.2% | -2.8% | +14.1% | +12.2% |
| 1Y | +11.7% | -2.7% | +14.4% | +12.6% |
| 3Y | +79.4% | +8.9% | +70.5% | +70.2% |
| All | +48.5% | -9.5% | +58.1% | +28.8% |
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