+1,724.1%
HD vs IEF
+129.4%
+1,594.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +0.9% |
| 7D | -2.1% | -0.3% | -1.8% | -2.2% |
| 30D | -8.4% | -0.8% | -7.6% | -8.9% |
| 3M | +4.3% | -1.0% | +5.3% | +3.6% |
| 6M | -11.1% | -2.8% | -8.4% | -12.9% |
| YTD | -4.7% | -1.5% | -3.2% | -5.8% |
| 1Y | -19.8% | -0.4% | -19.4% | -20.2% |
| 3Y | +4.1% | +9.7% | -5.6% | +10.2% |
| 5Y | +10.3% | -8.3% | +18.6% | -5.0% |
| 10Y | +203.2% | +4.6% | +198.6% | +207.9% |
| All | +1,724.1% | +129.4% | +1,594.7% | +4,816.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling