-9.5%
IEF vs AMCR
-12.3%
+2.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.1% |
| 7D | -1.3% | -6.3% | +4.9% | -1.0% |
| 30D | -1.7% | -7.8% | +6.1% | -1.4% |
| 3M | -2.5% | +7.5% | -10.1% | -2.9% |
| 6M | -3.3% | +2.7% | -5.9% | -3.5% |
| YTD | -2.8% | +6.0% | -8.9% | -3.3% |
| 1Y | -2.7% | +7.8% | -10.5% | -3.3% |
| 3Y | +8.9% | +5.8% | +3.1% | +7.9% |
| All | -9.5% | -12.3% | +2.8% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 5y: compounded portfolio wealth divided by compounded AMCR 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…
5y analysis · Full analysis span regression · 6 months rolling