+203.4%
HD vs IEF
+4.0%
+199.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -3.9% | -1.2% | -2.7% | -3.7% |
| 30D | -13.1% | -1.5% | -11.7% | -12.9% |
| 3M | -3.4% | -1.7% | -1.8% | -3.1% |
| 6M | -12.6% | -3.5% | -9.0% | -12.0% |
| YTD | -9.2% | -2.6% | -6.6% | -8.8% |
| 1Y | -23.9% | -2.4% | -21.5% | -23.5% |
| 3Y | +0.4% | +8.9% | -8.5% | +0.7% |
| 5Y | +4.5% | -9.2% | +13.8% | -12.7% |
| All | +203.4% | +4.0% | +199.4% | +192.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling