-9.2%
IEF vs HRB
+109.9%
-119.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -1.2% | -12.2% | +11.0% | -1.1% |
| 30D | -1.5% | -3.0% | +1.5% | -1.5% |
| 3M | -1.7% | +21.7% | -23.4% | -1.8% |
| 6M | -3.5% | +52.3% | -55.8% | -3.9% |
| YTD | -2.6% | +6.5% | -9.1% | -2.6% |
| 1Y | -2.4% | -6.7% | +4.3% | -2.1% |
| 3Y | +8.9% | +25.1% | -16.2% | +9.0% |
| 5Y | -9.2% | +113.8% | -123.0% | -8.4% |
| All | -9.2% | +109.9% | -119.1% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling