+78.2%
HBAN vs IEF
+9.0%
+69.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -1.0% | -1.3% | +0.3% | -0.8% |
| 30D | -5.6% | -1.7% | -3.9% | -5.3% |
| 3M | -1.1% | -2.5% | +1.4% | -0.7% |
| 6M | +9.9% | -3.3% | +13.1% | +10.3% |
| YTD | -0.9% | -2.8% | +1.9% | -0.6% |
| 1Y | -1.4% | -2.7% | +1.3% | -1.0% |
| 3Y | +78.2% | +8.9% | +69.3% | +67.1% |
| All | +78.2% | +9.0% | +69.3% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 3y: compounded portfolio wealth divided by compounded IEF 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…
3y analysis · Full analysis span regression · 6 months rolling