+4.7%
IEF vs STT
+262.1%
-257.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.3% | +1.0% | -1.3% | -0.3% |
| 30D | -0.6% | +2.8% | -3.4% | -0.5% |
| 3M | -1.0% | +18.1% | -19.1% | -0.3% |
| 6M | -3.1% | +59.2% | -62.3% | -1.2% |
| YTD | -1.9% | +51.5% | -53.3% | -0.1% |
| 1Y | -1.4% | +75.7% | -77.0% | +1.1% |
| 3Y | +9.8% | +200.8% | -191.0% | +15.5% |
| 5Y | -8.8% | +155.8% | -164.6% | -4.5% |
| 10Y | +4.7% | +266.4% | -261.7% | +16.2% |
| All | +4.7% | +262.1% | -257.4% | +16.2% |
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