+463.1%
STM vs IEF
+7.0%
+456.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +1.4% | -0.8% | +2.2% | +1.2% |
| 30D | -8.4% | +1.7% | -10.0% | -7.8% |
| 3M | -15.8% | -1.4% | -14.4% | -16.1% |
| 6M | -22.8% | -2.3% | -20.6% | -23.4% |
| YTD | +79.4% | -2.6% | +81.9% | +77.7% |
| 1Y | +97.0% | -2.7% | +99.6% | +95.1% |
| 3Y | +14.2% | +11.2% | +3.0% | +20.8% |
| 5Y | -4.5% | -7.4% | +2.9% | -24.4% |
| 10Y | +463.1% | +7.4% | +455.7% | +542.4% |
| All | +463.1% | +7.0% | +456.1% | +542.4% |
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