-1.3%
IEF vs AMC
-6.9%
+5.6%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | -0.1% |
| 7D | +0.1% | -0.8% | +0.8% | +0.1% |
| 30D | -0.7% | -1.2% | +0.4% | -0.7% |
| 3M | -0.4% | +42.2% | -42.7% | -1.1% |
| 6M | -2.5% | +118.8% | -121.3% | -3.8% |
| YTD | -1.6% | +64.1% | -65.7% | -2.8% |
| 1Y | -1.3% | -9.5% | +8.2% | -1.6% |
| All | -1.3% | -6.9% | +5.6% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling