+129.8%
IEF vs HDB
+3,954.0%
-3,824.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.3% | +0.4% | -0.7% | -0.3% |
| 30D | -0.8% | -2.8% | +2.0% | -0.9% |
| 3M | -1.0% | -3.5% | +2.6% | -1.0% |
| 6M | -2.8% | -24.7% | +22.0% | -3.6% |
| YTD | -1.5% | -36.6% | +35.1% | -2.9% |
| 1Y | -0.4% | -34.4% | +33.9% | -1.7% |
| 3Y | +9.7% | -24.4% | +34.0% | +9.0% |
| 5Y | -8.3% | -35.4% | +27.0% | -9.2% |
| 10Y | +4.6% | +39.5% | -34.9% | +8.0% |
| All | +129.8% | +3,954.0% | -3,824.2% | +160.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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