+4.7%
IEF vs HST
+101.1%
-96.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.3% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | -0.6% | -2.8% | +2.2% | -0.6% |
| 3M | -1.0% | -6.5% | +5.5% | -1.1% |
| 6M | -3.1% | +20.7% | -23.8% | -2.6% |
| YTD | -1.9% | +30.5% | -32.3% | -1.3% |
| 1Y | -1.4% | +36.8% | -38.1% | -0.6% |
| 3Y | +9.8% | +65.9% | -56.1% | +11.4% |
| 5Y | -8.8% | +73.9% | -82.7% | -6.8% |
| 10Y | +4.7% | +107.0% | -102.4% | +8.3% |
| All | +4.7% | +101.1% | -96.4% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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