+4.5%
IEF vs STLD
+1,072.4%
-1,067.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | +0.1% | +2.7% | -2.6% | +0.1% |
| 30D | -0.7% | -8.4% | +7.7% | -0.9% |
| 3M | -0.4% | -9.9% | +9.4% | -0.6% |
| 6M | -2.5% | +33.0% | -35.5% | -1.6% |
| YTD | -1.6% | +42.6% | -44.2% | -0.5% |
| 1Y | -1.3% | +80.8% | -82.1% | +0.5% |
| 3Y | +10.1% | +143.4% | -133.3% | +13.5% |
| 5Y | -8.3% | +293.4% | -301.7% | -3.2% |
| 10Y | +4.5% | +1,080.4% | -1,075.9% | +16.5% |
| All | +4.5% | +1,072.4% | -1,067.9% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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