+3.6%
IEF vs HSY
+128.6%
-125.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | -1.7% | -5.2% | +3.4% | -1.7% |
| 3M | -2.5% | -3.4% | +0.9% | -2.5% |
| 6M | -3.3% | -19.2% | +15.9% | -3.2% |
| YTD | -2.8% | -2.6% | -0.2% | -2.8% |
| 1Y | -2.7% | -3.8% | +1.1% | -2.7% |
| 3Y | +8.9% | -10.6% | +19.5% | +8.8% |
| 5Y | -9.4% | +12.3% | -21.7% | -9.0% |
| All | +3.6% | +128.6% | -125.0% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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