+3.6%
IEF vs STZ
-11.3%
+14.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.2% |
| 7D | -1.3% | -4.5% | +3.1% | -1.4% |
| 30D | -1.7% | -8.6% | +6.8% | -1.8% |
| 3M | -2.5% | -13.8% | +11.2% | -2.6% |
| 6M | -3.3% | -17.2% | +13.9% | -3.3% |
| YTD | -2.8% | -9.4% | +6.5% | -2.8% |
| 1Y | -2.7% | -11.9% | +9.1% | -2.8% |
| 3Y | +8.9% | -49.6% | +58.5% | +8.3% |
| 5Y | -9.4% | -37.2% | +27.7% | -9.3% |
| All | +3.6% | -11.3% | +14.9% | +4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling