+129.8%
IEF vs STZ
+957.8%
-828.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | -0.1% |
| 7D | -0.3% | -1.9% | +1.6% | -0.3% |
| 30D | -0.8% | -1.9% | +1.1% | -0.8% |
| 3M | -1.0% | -6.2% | +5.3% | -1.1% |
| 6M | -2.8% | -14.0% | +11.3% | -3.1% |
| YTD | -1.5% | -5.1% | +3.6% | -1.5% |
| 1Y | -0.4% | -9.6% | +9.1% | -0.6% |
| 3Y | +9.7% | -47.2% | +56.9% | +7.8% |
| 5Y | -8.3% | -33.6% | +25.3% | -8.9% |
| 10Y | +4.6% | -9.8% | +14.4% | +6.1% |
| All | +129.8% | +957.8% | -828.0% | +167.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling