+3.6%
IEF vs HIG
+313.7%
-310.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -1.3% | -1.5% | +0.1% | -1.4% |
| 30D | -1.7% | -0.4% | -1.4% | -1.8% |
| 3M | -2.5% | +6.7% | -9.2% | -2.3% |
| 6M | -3.3% | +2.0% | -5.2% | -3.1% |
| YTD | -2.8% | +0.3% | -3.1% | -2.8% |
| 1Y | -2.7% | +4.2% | -6.9% | -2.5% |
| 3Y | +8.9% | +102.2% | -93.3% | +12.6% |
| 5Y | -9.4% | +118.5% | -127.9% | -5.8% |
| All | +3.6% | +313.7% | -310.1% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling