+1,547.2%
HWM vs IEF
+4.9%
+1,542.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -2.7% |
| 7D | -12.5% | -1.2% | -11.3% | -13.4% |
| 30D | -19.0% | -1.5% | -17.5% | -20.0% |
| 3M | -8.6% | -1.7% | -6.9% | -9.9% |
| 6M | -10.2% | -3.5% | -6.6% | -13.1% |
| YTD | +11.3% | -2.6% | +14.0% | +8.5% |
| 1Y | +24.3% | -2.4% | +26.6% | +21.5% |
| 3Y | +382.3% | +8.9% | +373.3% | +423.7% |
| 5Y | +640.6% | -9.2% | +649.9% | +438.1% |
| All | +1,547.2% | +4.9% | +1,542.3% | +1,504.1% |
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