+1,520.0%
HWM vs IEF
+5.3%
+1,514.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.3% | +2.2% |
| 7D | +5.0% | -0.8% | +5.7% | +4.3% |
| 30D | +1.5% | +2.0% | -0.5% | +3.4% |
| 3M | -20.3% | -1.1% | -19.3% | -20.9% |
| 6M | -18.0% | -1.9% | -16.1% | -19.4% |
| YTD | +9.5% | -2.2% | +11.7% | +7.3% |
| 1Y | +7.5% | -2.3% | +9.8% | +5.2% |
| 3Y | +355.7% | +11.6% | +344.1% | +409.7% |
| 5Y | +610.2% | -7.1% | +617.3% | +446.2% |
| 10Y | +1,516.8% | +7.8% | +1,509.0% | +1,553.9% |
| All | +1,520.0% | +5.3% | +1,514.7% | +1,485.4% |
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