+129.8%
IEF vs HST
+363.2%
-233.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -0.3% | -1.0% | +0.7% | -0.3% |
| 30D | -0.8% | -12.3% | +11.5% | -1.2% |
| 3M | -1.0% | -6.4% | +5.4% | -1.2% |
| 6M | -2.8% | +15.0% | -17.8% | -2.2% |
| YTD | -1.5% | +30.5% | -32.0% | -0.5% |
| 1Y | -0.4% | +35.7% | -36.1% | +0.8% |
| 3Y | +9.7% | +68.4% | -58.7% | +12.2% |
| 5Y | -8.3% | +73.1% | -81.4% | -5.6% |
| 10Y | +4.6% | +92.7% | -88.1% | +9.7% |
| All | +129.8% | +363.2% | -233.4% | +164.5% |
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