+11.3%
IEF vs STT
+180.5%
-169.2%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -0.2% | +1.1% | -1.3% | -0.2% |
| 30D | +1.8% | -1.9% | +3.7% | +1.8% |
| 3M | -1.2% | -7.6% | +6.4% | -1.1% |
| 6M | -2.5% | +16.0% | -18.5% | -2.6% |
| YTD | -2.5% | +36.2% | -38.7% | -2.6% |
| 1Y | -2.3% | +46.8% | -49.1% | -2.4% |
| 3Y | +11.3% | +177.8% | -166.5% | +9.6% |
| All | +11.3% | +180.5% | -169.2% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling