+129.8%
IEF vs AME
+5,567.8%
-5,438.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | +0.1% |
| 7D | -0.3% | +0.6% | -0.9% | -0.2% |
| 30D | -0.8% | -6.7% | +5.9% | -1.2% |
| 3M | -1.0% | +4.1% | -5.0% | -0.7% |
| 6M | -2.8% | +1.6% | -4.3% | -2.6% |
| YTD | -1.5% | +16.1% | -17.6% | -0.3% |
| 1Y | -0.4% | +27.3% | -27.8% | +1.5% |
| 3Y | +9.7% | +50.9% | -41.2% | +13.5% |
| 5Y | -8.3% | +81.4% | -89.7% | -3.5% |
| 10Y | +4.6% | +417.0% | -412.4% | +22.3% |
| All | +129.8% | +5,567.8% | -5,438.0% | +240.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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