+3.8%
IEF vs AMC
-99.0%
+102.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.8% |
| 7D | -1.2% | -7.1% | +5.9% | -1.2% |
| 30D | -1.5% | -1.7% | +0.2% | -1.5% |
| 3M | -1.7% | +13.5% | -15.1% | -1.7% |
| 6M | -3.5% | +112.6% | -116.1% | -3.5% |
| YTD | -2.6% | +51.3% | -53.9% | -2.6% |
| 1Y | -2.4% | -14.5% | +12.1% | -2.4% |
| 3Y | +8.9% | -67.1% | +76.1% | +8.9% |
| 5Y | -9.2% | -99.5% | +90.3% | -9.7% |
| All | +3.8% | -99.0% | +102.8% | +2.7% |
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