+12.0%
IEF vs HTZ
-82.6%
+94.6%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.4% | +8.3% | -0.1% |
| 7D | +0.1% | -14.6% | +14.7% | +0.2% |
| 30D | +3.1% | -20.8% | +23.9% | +3.2% |
| 3M | -0.8% | -18.8% | +18.0% | -0.8% |
| 6M | -2.0% | -74.7% | +72.7% | -1.4% |
| YTD | -1.9% | -68.1% | +66.2% | -1.5% |
| 1Y | -1.8% | -73.5% | +71.7% | -1.3% |
| 3Y | +12.0% | -81.8% | +93.9% | +13.9% |
| All | +12.0% | -82.6% | +94.6% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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