-9.5%
IEF vs AMP
+122.1%
-131.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.1% |
| 6M | -3.3% | +24.6% | -27.8% | -2.8% |
| YTD | -2.8% | +14.8% | -17.7% | -2.5% |
| 1Y | -2.7% | +12.8% | -15.5% | -2.5% |
| 3Y | +8.9% | +69.0% | -60.1% | +10.0% |
| All | -9.5% | +122.1% | -131.7% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling