+243.8%
HPQ vs IEF
+3.8%
+240.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.2% | +8.6% | +8.3% |
| 7D | +9.8% | -1.3% | +11.1% | +9.0% |
| 30D | +22.4% | -1.7% | +24.1% | +21.2% |
| 3M | +45.2% | -2.5% | +47.7% | +43.1% |
| 6M | +96.4% | -3.3% | +99.7% | +92.7% |
| YTD | +65.4% | -2.8% | +68.2% | +62.8% |
| 1Y | +31.6% | -2.7% | +34.3% | +29.6% |
| 3Y | +37.0% | +8.9% | +28.1% | +44.2% |
| 5Y | +53.0% | -9.4% | +62.4% | +24.4% |
| All | +243.8% | +3.8% | +240.1% | +256.8% |
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