+92.7%
IEF vs HALO
+2,426.8%
-2,334.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.3% |
| 7D | -0.3% | -2.1% | +1.8% | -0.3% |
| 30D | -0.6% | +4.6% | -5.2% | -0.5% |
| 3M | -1.0% | +50.2% | -51.2% | -0.4% |
| 6M | -3.1% | +57.6% | -60.7% | -2.4% |
| YTD | -1.9% | +59.6% | -61.4% | -1.1% |
| 1Y | -1.4% | +41.2% | -42.5% | -0.8% |
| 3Y | +9.8% | +178.9% | -169.1% | +11.9% |
| 5Y | -8.8% | +160.1% | -168.9% | -6.9% |
| 10Y | +4.7% | +967.5% | -962.8% | +10.7% |
| All | +92.7% | +2,426.8% | -2,334.1% | +114.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling