+0.8%
IEF vs AMRZ
-20.3%
+21.1%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | -1.2% | -8.1% | +6.9% | -0.9% |
| 30D | -1.5% | -14.8% | +13.4% | -0.9% |
| 3M | -1.7% | -19.7% | +18.1% | -0.9% |
| 6M | -3.5% | -30.8% | +27.3% | -2.5% |
| YTD | -2.6% | -24.3% | +21.7% | -1.8% |
| 1Y | -2.4% | -24.0% | +21.6% | -1.4% |
| All | +0.8% | -20.3% | +21.1% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling