-9.5%
IEF vs HALO
+158.6%
-168.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -1.3% | -2.7% | +1.4% | -1.3% |
| 30D | -1.7% | +5.3% | -7.1% | -1.8% |
| 3M | -2.5% | +51.6% | -54.1% | -3.3% |
| 6M | -3.3% | +61.3% | -64.5% | -4.1% |
| YTD | -2.8% | +59.3% | -62.1% | -3.7% |
| 1Y | -2.7% | +38.3% | -41.0% | -3.4% |
| 3Y | +8.9% | +185.9% | -177.0% | +6.3% |
| All | -9.5% | +158.6% | -168.1% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 5y: compounded portfolio wealth divided by compounded HALO 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…
5y analysis · Full analysis span regression · 6 months rolling