+256.9%
HL vs IEF
+3.8%
+253.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.0% |
| 7D | -4.4% | -1.3% | -3.0% | -2.8% |
| 30D | +9.3% | -1.7% | +11.0% | +11.8% |
| 3M | +32.0% | -2.5% | +34.5% | +36.4% |
| 6M | -6.4% | -3.3% | -3.2% | -2.1% |
| YTD | +3.1% | -2.8% | +6.0% | +7.3% |
| 1Y | +77.6% | -2.7% | +80.3% | +84.6% |
| 3Y | +392.8% | +8.9% | +383.9% | +348.6% |
| 5Y | +234.1% | -9.4% | +243.5% | +249.2% |
| All | +256.9% | +3.8% | +253.1% | +175.3% |
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