+12.4%
IEF vs HST
+87.6%
-75.2%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.7% | -0.1% |
| 7D | +0.3% | -1.1% | +1.5% | +0.3% |
| 30D | +2.7% | +11.6% | -8.9% | +2.5% |
| 3M | -0.8% | +9.5% | -10.3% | -1.0% |
| 6M | -1.7% | +18.9% | -20.6% | -1.9% |
| YTD | -1.6% | +51.0% | -52.6% | -2.0% |
| 1Y | -1.6% | +53.0% | -54.5% | -2.0% |
| 3Y | +12.4% | +87.5% | -75.1% | +12.9% |
| All | +12.4% | +87.6% | -75.2% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling