+563.1%
HPE vs IEF
+3.8%
+559.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.2% | +12.6% | +12.3% |
| 7D | +19.4% | -1.3% | +20.7% | +18.0% |
| 30D | +5.6% | -1.7% | +7.4% | +4.0% |
| 3M | +33.1% | -2.5% | +35.6% | +30.0% |
| 6M | +192.5% | -3.3% | +195.7% | +183.1% |
| YTD | +160.9% | -2.8% | +163.7% | +153.8% |
| 1Y | +155.0% | -2.7% | +157.7% | +148.6% |
| 3Y | +289.4% | +8.9% | +280.5% | +323.3% |
| 5Y | +395.7% | -9.4% | +405.1% | +276.4% |
| All | +563.1% | +3.8% | +559.3% | +579.9% |
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