-7.1%
IEF vs HTZ
-95.4%
+88.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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 | -0.5% | -18.8% | +18.3% | -0.4% |
| 6M | -1.6% | -74.7% | +73.1% | -1.0% |
| YTD | -1.6% | -68.1% | +66.5% | -1.1% |
| 1Y | -1.5% | -73.5% | +72.0% | -0.9% |
| 3Y | +12.4% | -81.8% | +94.2% | +13.0% |
| All | -7.1% | -95.4% | +88.3% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling