+7.6%
IEF vs AMC
-98.6%
+106.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.3% | -8.3% | -0.1% |
| 7D | +0.3% | +6.6% | -6.3% | +0.3% |
| 30D | +2.7% | +14.1% | -11.4% | +2.7% |
| 3M | -0.8% | +31.3% | -32.0% | -0.8% |
| 6M | -1.7% | +126.7% | -128.3% | -1.6% |
| YTD | -1.6% | +117.9% | -119.6% | -1.6% |
| 1Y | -1.6% | +41.1% | -42.6% | -1.6% |
| 3Y | +12.4% | -61.0% | +73.3% | +12.3% |
| 5Y | -7.6% | -99.1% | +91.6% | -8.0% |
| 10Y | +7.6% | -98.7% | +106.2% | +6.6% |
| All | +7.6% | -98.6% | +106.2% | +6.6% |
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