+1,059.3%
HON vs IEF
+129.1%
+930.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -15.2% | -0.7% | -14.4% | -15.8% |
| 3M | -6.0% | -0.4% | -5.5% | -6.5% |
| 6M | -14.9% | -2.5% | -12.4% | -17.2% |
| YTD | +3.2% | -1.6% | +4.7% | +1.3% |
| 1Y | 0.0% | -1.3% | +1.3% | -1.5% |
| 3Y | +21.5% | +10.1% | +11.4% | +33.3% |
| 5Y | +4.0% | -8.3% | +12.3% | -10.9% |
| 10Y | +138.4% | +4.5% | +133.9% | +148.8% |
| All | +1,059.3% | +129.1% | +930.2% | +5,078.7% |
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