+8.9%
IEF vs HRB
+25.9%
-17.0%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -1.3% | -8.0% | +6.7% | -1.3% |
| 30D | -1.7% | -16.0% | +14.2% | -1.6% |
| 3M | -2.5% | +26.9% | -29.4% | -2.8% |
| 6M | -3.3% | +51.1% | -54.4% | -3.8% |
| YTD | -2.8% | +7.1% | -9.9% | -2.5% |
| 1Y | -2.7% | -9.6% | +6.9% | -1.9% |
| 3Y | +8.9% | +25.4% | -16.5% | +6.7% |
| All | +8.9% | +25.9% | -17.0% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 3y: compounded portfolio wealth divided by compounded HRB 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…
3y analysis · Full analysis span regression · 6 months rolling