+814.1%
HPQ vs IEF
+128.5%
+685.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +4.6% |
| 7D | +2.2% | -0.3% | +2.5% | +1.9% |
| 30D | +9.7% | -0.6% | +10.3% | +9.1% |
| 3M | +32.7% | -1.0% | +33.7% | +31.2% |
| 6M | +77.7% | -3.1% | +80.8% | +71.5% |
| YTD | +51.0% | -1.9% | +52.9% | +47.8% |
| 1Y | +18.4% | -1.4% | +19.8% | +16.6% |
| 3Y | +25.6% | +9.8% | +15.8% | +39.1% |
| 5Y | +38.6% | -8.8% | +47.5% | +18.3% |
| 10Y | +226.1% | +4.7% | +221.5% | +246.4% |
| All | +814.1% | +128.5% | +685.7% | +4,292.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling