+12.0%
IEF vs AMBA
+16.7%
-4.7%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.1% | -6.2% | -0.1% |
| 7D | +0.1% | -7.2% | +7.3% | +0.1% |
| 30D | +3.1% | -10.4% | +13.5% | +3.1% |
| 3M | -0.8% | -30.1% | +29.3% | -0.8% |
| 6M | -2.0% | -22.4% | +20.5% | -2.0% |
| YTD | -1.9% | -17.3% | +15.4% | -1.9% |
| 1Y | -1.8% | -35.4% | +33.6% | -1.8% |
| 3Y | +12.0% | +18.6% | -6.6% | +11.1% |
| All | +12.0% | +16.7% | -4.7% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling