+4.5%
IEF vs AMBA
-5.3%
+9.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | +0.1% | -6.4% | +6.5% | 0.0% |
| 30D | -0.7% | -26.8% | +26.1% | -0.9% |
| 3M | -0.4% | -7.6% | +7.2% | -0.4% |
| 6M | -2.5% | +21.2% | -23.7% | -2.3% |
| YTD | -1.6% | -10.4% | +8.8% | -1.5% |
| 1Y | -1.3% | -24.4% | +23.1% | -1.3% |
| 3Y | +10.1% | +6.0% | +4.1% | +10.4% |
| 5Y | -8.3% | -53.9% | +45.6% | -8.6% |
| 10Y | +4.5% | -6.2% | +10.6% | +8.2% |
| All | +4.5% | -5.3% | +9.7% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling