+39.8%
IEF vs STLA
+152.6%
-112.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.1% | +5.3% | -0.9% |
| 7D | -1.9% | -13.1% | +11.1% | -2.2% |
| 30D | +1.1% | -13.3% | +14.3% | +0.9% |
| 3M | -1.9% | -27.9% | +25.9% | -2.5% |
| 6M | -2.4% | -47.8% | +45.5% | -3.5% |
| YTD | -3.0% | -64.6% | +61.5% | -4.8% |
| 1Y | -3.1% | -64.0% | +60.9% | -4.8% |
| 3Y | +10.7% | -76.8% | +87.5% | +8.0% |
| 5Y | -8.0% | -74.2% | +66.2% | -9.6% |
| 10Y | +6.9% | -5.4% | +12.3% | +10.2% |
| All | +39.8% | +152.6% | -112.8% | +45.6% |
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 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