-8.0%
IEF vs HTZ
-85.9%
+77.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | 0.0% |
| 7D | -0.3% | +7.5% | -7.8% | -0.3% |
| 30D | -0.8% | +47.4% | -48.2% | -1.0% |
| 3M | -1.0% | -54.9% | +53.9% | -0.6% |
| 6M | -2.8% | -47.0% | +44.2% | -2.6% |
| YTD | -1.5% | -55.3% | +53.8% | -1.2% |
| 1Y | -0.4% | -57.6% | +57.2% | -0.2% |
| 3Y | +9.7% | -86.6% | +96.3% | +10.5% |
| All | -8.0% | -85.9% | +77.9% | -5.2% |
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