+664.5%
STM vs IEF
+4.6%
+660.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.9% |
| 7D | +1.7% | -0.3% | +2.0% | +1.6% |
| 30D | -5.2% | -0.6% | -4.6% | -5.3% |
| 3M | -29.6% | -1.0% | -28.6% | -29.9% |
| 6M | +54.4% | -3.1% | +57.4% | +52.3% |
| YTD | +99.5% | -1.9% | +101.4% | +97.9% |
| 1Y | +100.8% | -1.4% | +102.1% | +99.6% |
| 3Y | +20.2% | +9.8% | +10.4% | +25.3% |
| 5Y | +21.1% | -8.8% | +30.0% | -7.9% |
| 10Y | +664.5% | +4.7% | +659.9% | +724.7% |
| All | +664.5% | +4.6% | +660.0% | +724.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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