+208.1%
HD vs IEF
+4.8%
+203.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -1.0% |
| 7D | -1.8% | -0.3% | -1.5% | -1.8% |
| 30D | -10.8% | -0.6% | -10.3% | -10.7% |
| 3M | -2.7% | -1.0% | -1.7% | -2.5% |
| 6M | -10.3% | -3.1% | -7.2% | -9.9% |
| YTD | -7.8% | -1.9% | -5.9% | -7.5% |
| 1Y | -23.1% | -1.4% | -21.8% | -22.9% |
| 3Y | +2.0% | +9.8% | -7.8% | +2.1% |
| 5Y | +6.2% | -8.8% | +15.0% | -11.8% |
| All | +208.1% | +4.8% | +203.3% | +196.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling