+1,773.8%
HWM vs IEF
+6.1%
+1,767.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | -2.1% | -0.3% | -1.8% | -2.3% |
| 30D | -11.0% | -0.8% | -10.2% | -11.6% |
| 3M | +4.0% | -1.0% | +5.0% | +3.1% |
| 6M | -0.2% | -2.8% | +2.5% | -2.9% |
| YTD | +26.7% | -1.5% | +28.1% | +24.7% |
| 1Y | +44.7% | -0.4% | +45.1% | +44.0% |
| 3Y | +426.1% | +9.7% | +416.4% | +473.4% |
| 5Y | +738.5% | -8.3% | +746.8% | +512.7% |
| All | +1,773.8% | +6.1% | +1,767.7% | +1,742.9% |
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