+21.8%
STM vs IEF
+10.0%
+11.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +5.8% | -0.3% | +6.1% | +6.0% |
| 30D | -1.0% | -0.8% | -0.2% | -0.4% |
| 3M | -33.3% | -1.0% | -32.3% | -32.7% |
| 6M | +57.4% | -2.8% | +60.1% | +59.9% |
| YTD | +102.2% | -1.5% | +103.7% | +104.4% |
| 1Y | +99.6% | -0.4% | +100.0% | +101.1% |
| All | +21.8% | +10.0% | +11.8% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling