+26.4%
HPQ vs IEF
+9.2%
+17.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | +3.5% | -1.2% | +4.7% | +3.5% |
| 30D | +13.7% | -1.5% | +15.2% | +13.7% |
| 3M | +33.9% | -1.7% | +35.5% | +33.9% |
| 6M | +80.9% | -3.5% | +84.4% | +80.5% |
| YTD | +52.6% | -2.6% | +55.2% | +52.5% |
| 1Y | +21.2% | -2.4% | +23.6% | +21.3% |
| All | +26.4% | +9.2% | +17.3% | +21.3% |
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