+225.5%
HOOD vs IEF
-9.5%
+235.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | -9.1% | -1.2% | -7.9% | -8.7% |
| 30D | +20.1% | -1.5% | +21.5% | +20.8% |
| 3M | +31.2% | -1.7% | +32.9% | +32.1% |
| 6M | +44.3% | -3.5% | +47.8% | +46.1% |
| YTD | +0.2% | -2.6% | +2.8% | +1.3% |
| 1Y | -3.5% | -2.4% | -1.1% | -2.5% |
| 3Y | +955.2% | +8.9% | +946.3% | +912.2% |
| 5Y | +175.3% | -9.2% | +184.5% | +151.7% |
| All | +225.5% | -9.5% | +235.0% | +204.1% |
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