+129.6%
IEF vs HIG
+352.6%
-223.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | -0.1% |
| 7D | +0.1% | -1.1% | +1.1% | 0.0% |
| 30D | -0.7% | -4.9% | +4.2% | -0.9% |
| 3M | -0.4% | +6.8% | -7.2% | -0.3% |
| 6M | -2.5% | -1.7% | -0.8% | -2.5% |
| YTD | -1.6% | -0.2% | -1.4% | -1.6% |
| 1Y | -1.3% | +5.7% | -7.0% | -1.1% |
| 3Y | +10.1% | +100.3% | -90.2% | +12.3% |
| 5Y | -8.3% | +118.5% | -126.8% | -6.1% |
| 10Y | +4.5% | +309.7% | -305.2% | +9.5% |
| All | +129.6% | +352.6% | -223.0% | +152.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling