-8.8%
IEF vs STLA
-63.2%
+54.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.3% |
| 7D | -0.3% | +0.4% | -0.7% | -0.3% |
| 30D | -0.6% | -5.2% | +4.6% | -0.5% |
| 3M | -1.0% | -24.9% | +23.9% | -0.8% |
| 6M | -3.1% | -25.2% | +22.1% | -2.9% |
| YTD | -1.9% | -51.4% | +49.5% | -1.5% |
| 1Y | -1.4% | -40.7% | +39.3% | -1.1% |
| 3Y | +9.8% | -66.3% | +76.0% | +10.4% |
| 5Y | -8.8% | -63.2% | +54.4% | -9.1% |
| All | -8.8% | -63.2% | +54.3% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling