+3.8%
IEF vs STLA
+51.6%
-47.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -1.2% | -3.8% | +2.6% | -1.2% |
| 30D | -1.5% | -3.1% | +1.7% | -1.5% |
| 3M | -1.7% | -19.6% | +18.0% | -1.9% |
| 6M | -3.5% | -23.5% | +20.0% | -3.8% |
| YTD | -2.6% | -51.5% | +48.9% | -3.6% |
| 1Y | -2.4% | -39.7% | +37.3% | -2.9% |
| 3Y | +8.9% | -66.3% | +75.2% | +7.4% |
| 5Y | -9.2% | -63.1% | +53.9% | -10.1% |
| All | +3.8% | +51.6% | -47.9% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling