+22.3%
IEF vs AMC
-98.1%
+120.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.4% | 0.0% |
| 7D | -0.3% | +2.3% | -2.6% | -0.3% |
| 30D | -0.8% | -0.7% | 0.0% | -0.8% |
| 3M | -1.0% | +35.2% | -36.2% | -0.9% |
| 6M | -2.8% | +124.6% | -127.3% | -2.7% |
| YTD | -1.5% | +69.9% | -71.4% | -1.4% |
| 1Y | -0.4% | -2.6% | +2.1% | -0.4% |
| 3Y | +9.7% | -79.8% | +89.4% | +9.5% |
| 5Y | -8.3% | -99.4% | +91.1% | -8.9% |
| 10Y | +4.6% | -98.9% | +103.5% | +3.6% |
| All | +22.3% | -98.1% | +120.4% | +26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling