+253.5%
PH vs IEF
-8.3%
+261.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | -10.8% | -0.7% | -10.1% | -10.8% |
| 3M | +8.5% | -0.4% | +8.9% | +8.5% |
| 6M | +3.9% | -2.5% | +6.4% | +3.9% |
| YTD | +9.4% | -1.6% | +11.0% | +9.4% |
| 1Y | +26.8% | -1.3% | +28.1% | +26.8% |
| 3Y | +140.8% | +10.1% | +130.7% | +139.2% |
| All | +253.5% | -8.3% | +261.8% | +225.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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