+0.6%
IEF vs AMRZ
-20.1%
+20.8%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -1.3% | -7.5% | +6.2% | -1.1% |
| 30D | -1.7% | -12.4% | +10.7% | -1.3% |
| 3M | -2.5% | -22.4% | +19.9% | -1.7% |
| 6M | -3.3% | -29.5% | +26.3% | -2.3% |
| YTD | -2.8% | -24.1% | +21.3% | -1.9% |
| 1Y | -2.7% | -26.3% | +23.5% | -1.6% |
| All | +0.6% | -20.1% | +20.8% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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