+5.0%
IEF vs AMIX
-100.0%
+105.0%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.4% | +7.6% | -0.8% |
| 7D | -1.9% | -10.9% | +8.9% | -1.9% |
| 30D | +1.1% | -55.0% | +56.1% | +1.2% |
| 3M | -1.9% | -82.0% | +80.1% | -1.8% |
| 6M | -2.4% | -80.4% | +78.1% | -2.5% |
| YTD | -3.0% | -88.3% | +85.3% | -3.1% |
| 1Y | -3.1% | -92.4% | +89.2% | -3.2% |
| All | +5.0% | -100.0% | +105.0% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 10y: compounded portfolio wealth divided by compounded AMIX 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…
10y analysis · Full analysis span regression · 6 months rolling