+40.9%
IEF vs STLA
+168.9%
-128.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | -0.1% |
| 7D | -0.8% | -11.6% | +10.8% | -1.0% |
| 30D | +2.0% | -6.2% | +8.2% | +1.9% |
| 3M | -1.1% | -24.6% | +23.5% | -1.5% |
| 6M | -1.9% | -44.9% | +43.0% | -2.9% |
| YTD | -2.2% | -62.3% | +60.0% | -3.9% |
| 1Y | -2.3% | -61.8% | +59.5% | -3.9% |
| 3Y | +11.6% | -75.3% | +86.9% | +9.0% |
| 5Y | -7.1% | -72.5% | +65.5% | -8.6% |
| 10Y | +7.8% | +0.8% | +7.0% | +11.2% |
| All | +40.9% | +168.9% | -128.0% | +47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling