+7.6%
IEF vs STLD
+779.4%
-771.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | 0.0% |
| 7D | +0.3% | -9.7% | +10.0% | +0.1% |
| 30D | +2.7% | -4.5% | +7.2% | +2.6% |
| 3M | -0.8% | -13.1% | +12.3% | -1.1% |
| 6M | -1.7% | -2.8% | +1.1% | -1.6% |
| YTD | -1.6% | +35.3% | -37.0% | -0.7% |
| 1Y | -1.6% | +51.4% | -52.9% | -0.3% |
| 3Y | +12.4% | +117.9% | -105.6% | +15.4% |
| 5Y | -7.6% | +272.6% | -280.2% | -2.7% |
| 10Y | +7.6% | +782.2% | -774.6% | +19.0% |
| All | +7.6% | +779.4% | -771.8% | +19.0% |
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