+16.7%
IEF vs AMCR
+96.6%
-79.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -1.2% | -5.0% | +3.8% | -1.2% |
| 30D | -1.5% | -8.0% | +6.5% | -1.4% |
| 3M | -1.7% | +14.3% | -15.9% | -1.7% |
| 6M | -3.5% | +5.3% | -8.8% | -3.6% |
| YTD | -2.6% | +7.7% | -10.4% | -2.7% |
| 1Y | -2.4% | +10.8% | -13.2% | -2.4% |
| 3Y | +8.9% | +9.6% | -0.7% | +8.9% |
| 5Y | -9.2% | -10.2% | +0.9% | -9.3% |
| 10Y | +3.9% | +16.5% | -12.6% | +5.0% |
| All | +16.7% | +96.6% | -79.9% | +17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling