+129.5%
IEF vs HST
+435.9%
-306.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.7% | 0.0% |
| 7D | +0.3% | -1.1% | +1.5% | +0.3% |
| 30D | +2.7% | +11.6% | -8.9% | +3.1% |
| 3M | -0.8% | +9.5% | -10.3% | -0.4% |
| 6M | -1.7% | +18.9% | -20.6% | -1.0% |
| YTD | -1.6% | +51.0% | -52.6% | -0.1% |
| 1Y | -1.6% | +53.0% | -54.5% | 0.0% |
| 3Y | +12.4% | +87.5% | -75.1% | +15.4% |
| 5Y | -7.6% | +76.7% | -84.3% | -4.9% |
| 10Y | +7.6% | +137.9% | -130.3% | +13.7% |
| All | +129.5% | +435.9% | -306.4% | +165.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling