+129.8%
IEF vs STT
+667.0%
-537.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.3% | +0.5% | -0.8% | -0.3% |
| 30D | -0.8% | +3.9% | -4.6% | -0.6% |
| 3M | -1.0% | +20.0% | -20.9% | -0.1% |
| 6M | -2.8% | +55.3% | -58.1% | -0.7% |
| YTD | -1.5% | +53.3% | -54.8% | +0.6% |
| 1Y | -0.4% | +74.7% | -75.1% | +2.3% |
| 3Y | +9.7% | +205.8% | -196.2% | +16.0% |
| 5Y | -8.3% | +145.0% | -153.3% | -3.5% |
| 10Y | +4.6% | +266.0% | -261.4% | +14.3% |
| All | +129.8% | +667.0% | -537.2% | +179.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling