+16.0%
IEF vs AMBA
+772.6%
-756.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.0% |
| 3M | -0.5% | -30.1% | +29.6% | -0.6% |
| 6M | -1.6% | -22.4% | +20.8% | -1.7% |
| YTD | -1.6% | -17.3% | +15.8% | -1.5% |
| 1Y | -1.5% | -35.4% | +33.9% | -1.5% |
| 3Y | +12.4% | +18.6% | -6.2% | +12.9% |
| 5Y | -7.5% | -69.8% | +62.3% | -8.1% |
| 10Y | +5.2% | +1.1% | +4.1% | +7.2% |
| All | +16.0% | +772.6% | -756.6% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling