+42.0%
IEF vs STLA
+263.8%
-221.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | -0.3% | +2.6% | -2.9% | -0.2% |
| 30D | -0.8% | -1.2% | +0.5% | -0.8% |
| 3M | -1.0% | -24.8% | +23.8% | -1.5% |
| 6M | -2.8% | -25.6% | +22.8% | -3.2% |
| YTD | -1.5% | -48.9% | +47.4% | -2.7% |
| 1Y | -0.4% | -38.8% | +38.3% | -1.1% |
| 3Y | +9.7% | -64.5% | +74.2% | +7.9% |
| 5Y | -8.3% | -62.4% | +54.1% | -9.3% |
| 10Y | +4.6% | +55.4% | -50.8% | +8.9% |
| All | +42.0% | +263.8% | -221.8% | +48.8% |
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