+7.8%
IEF vs STT
+203.9%
-196.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | 0.0% |
| 7D | -0.8% | +0.4% | -1.2% | -0.8% |
| 30D | +2.0% | -0.4% | +2.5% | +2.0% |
| 3M | -1.1% | -6.5% | +5.4% | -1.3% |
| 6M | -1.9% | +17.2% | -19.1% | -1.2% |
| YTD | -2.2% | +38.2% | -40.4% | -0.8% |
| 1Y | -2.3% | +49.3% | -51.6% | -0.6% |
| 3Y | +11.6% | +181.9% | -170.3% | +17.0% |
| 5Y | -7.1% | +106.9% | -114.0% | -3.9% |
| 10Y | +7.8% | +203.1% | -195.4% | +18.3% |
| All | +7.8% | +203.9% | -196.2% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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