+3.6%
IEF vs AMP
+589.3%
-585.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -1.3% | -0.5% | -0.8% | -1.4% |
| 30D | -1.7% | -1.3% | -0.4% | -1.8% |
| 3M | -2.5% | +24.2% | -26.7% | -1.4% |
| 6M | -3.3% | +24.6% | -27.8% | -2.1% |
| YTD | -2.8% | +14.8% | -17.7% | -2.0% |
| 1Y | -2.7% | +12.8% | -15.5% | -2.0% |
| 3Y | +8.9% | +69.0% | -60.1% | +12.5% |
| 5Y | -9.4% | +124.9% | -134.3% | -4.3% |
| All | +3.6% | +589.3% | -585.7% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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