-9.2%
IEF vs HIG
+118.8%
-128.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -1.2% | -2.3% | +1.1% | -1.2% |
| 30D | -1.5% | -1.2% | -0.3% | -1.5% |
| 3M | -1.7% | +6.3% | -8.0% | -1.5% |
| 6M | -3.5% | +0.6% | -4.1% | -3.5% |
| YTD | -2.6% | +0.6% | -3.3% | -2.6% |
| 1Y | -2.4% | +6.1% | -8.5% | -2.2% |
| 3Y | +8.9% | +102.0% | -93.0% | +13.0% |
| 5Y | -9.2% | +119.2% | -128.5% | -5.3% |
| All | -9.2% | +118.8% | -128.0% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling