+125.9%
IEF vs HSY
+687.2%
-561.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -2.0% | -2.1% | +0.2% | -2.0% |
| 30D | +0.7% | +6.1% | -5.4% | +0.9% |
| 3M | -2.5% | -5.6% | +3.1% | -2.6% |
| 6M | -2.6% | -9.5% | +7.0% | -2.8% |
| YTD | -3.2% | -2.1% | -1.1% | -3.1% |
| 1Y | -3.0% | +0.8% | -3.8% | -2.9% |
| 3Y | +10.5% | -2.1% | +12.7% | +10.8% |
| 5Y | -8.2% | +11.2% | -19.4% | -7.2% |
| 10Y | +6.7% | +128.3% | -121.6% | +12.2% |
| All | +125.9% | +687.2% | -561.3% | +161.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling