-8.0%
IEF vs STZ
-29.2%
+21.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | +1.1% | +14.7% | -13.6% | +0.7% |
| 3M | -1.9% | +8.8% | -10.7% | -2.2% |
| 6M | -2.4% | +3.1% | -5.4% | -2.6% |
| YTD | -3.0% | +7.9% | -10.9% | -3.4% |
| 1Y | -3.1% | +14.2% | -17.3% | -3.7% |
| 3Y | +10.7% | -35.2% | +45.9% | +12.0% |
| 5Y | -8.0% | -29.6% | +21.6% | -4.6% |
| All | -8.0% | -29.2% | +21.2% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling