+32.6%
HD vs IEF
+11.5%
+21.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +3.0% |
| 7D | +3.6% | +0.3% | +3.3% | +3.2% |
| 30D | +21.6% | +2.7% | +18.9% | +17.4% |
| 3M | +0.1% | -0.8% | +0.9% | +1.1% |
| 6M | +13.0% | -1.7% | +14.7% | +15.5% |
| YTD | +4.9% | -1.6% | +6.6% | +7.3% |
| 1Y | -2.1% | -1.6% | -0.5% | +0.1% |
| 3Y | +32.6% | +12.4% | +20.2% | +18.4% |
| All | +32.6% | +11.5% | +21.1% | +18.4% |
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