-2.0%
IEF vs STZ
+14.7%
-16.7%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.3% | -4.8% | +0.4% |
| 7D | +0.9% | +13.0% | -12.1% | +0.6% |
| 30D | +3.1% | +29.4% | -26.3% | +2.6% |
| 3M | -1.4% | +11.6% | -12.9% | -1.7% |
| 6M | -1.6% | -0.2% | -1.3% | -1.8% |
| YTD | -2.1% | +8.6% | -10.7% | -2.3% |
| 1Y | -2.0% | +15.9% | -17.9% | -1.9% |
| All | -2.0% | +14.7% | -16.7% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling