+7.5%
IEF vs AMC
-98.8%
+106.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.8% |
| 7D | -1.9% | +8.4% | -10.4% | -1.9% |
| 30D | +1.1% | +9.2% | -8.1% | +1.1% |
| 3M | -1.9% | +32.0% | -34.0% | -1.9% |
| 6M | -2.4% | +149.3% | -151.6% | -2.3% |
| YTD | -3.0% | +114.1% | -117.1% | -3.0% |
| 1Y | -3.1% | +35.8% | -38.9% | -3.1% |
| 3Y | +10.7% | -58.3% | +69.0% | +10.6% |
| 5Y | -8.0% | -99.2% | +91.2% | -8.4% |
| All | +7.5% | -98.8% | +106.3% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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