+47.8%
IEF vs HBM
+613.3%
-565.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | -0.3% | -6.4% | +6.1% | -0.4% |
| 30D | -0.8% | +5.9% | -6.7% | -0.7% |
| 3M | -1.0% | -8.9% | +7.9% | -1.0% |
| 6M | -2.8% | +10.7% | -13.4% | -2.4% |
| YTD | -1.5% | +38.3% | -39.8% | -0.7% |
| 1Y | -0.4% | +121.3% | -121.8% | +1.2% |
| 3Y | +9.7% | +450.6% | -440.9% | +13.8% |
| 5Y | -8.3% | +338.0% | -346.3% | -4.7% |
| 10Y | +4.6% | +578.6% | -574.0% | +12.9% |
| All | +47.8% | +613.3% | -565.5% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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