-8.0%
IEF vs HTZ
-94.3%
+86.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.1% | +5.3% | -0.8% |
| 7D | -1.9% | -14.0% | +12.1% | -1.8% |
| 30D | +1.1% | -19.8% | +20.9% | +1.2% |
| 3M | -1.9% | -45.0% | +43.1% | -1.7% |
| 6M | -2.4% | -73.2% | +70.8% | -1.8% |
| YTD | -3.0% | -70.0% | +67.0% | -2.6% |
| 1Y | -3.1% | -75.7% | +72.6% | -2.6% |
| 3Y | +10.7% | -82.1% | +92.7% | +11.2% |
| 5Y | -8.0% | -94.3% | +86.3% | -7.7% |
| All | -8.0% | -94.3% | +86.3% | -7.7% |
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