+246.3%
HPE vs IEF
+9.2%
+237.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.8% | -5.5% | -6.4% |
| 7D | +1.4% | -1.2% | +2.6% | +1.2% |
| 30D | +1.5% | -1.5% | +3.0% | +1.3% |
| 3M | +21.7% | -1.7% | +23.4% | +21.3% |
| 6M | +164.2% | -3.5% | +167.7% | +161.1% |
| YTD | +132.1% | -2.6% | +134.7% | +130.3% |
| 1Y | +130.6% | -2.4% | +133.0% | +129.3% |
| All | +246.3% | +9.2% | +237.2% | +244.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling