+22.5%
STM vs IEF
-8.2%
+30.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +5.2% | +0.1% | +5.1% | +5.2% |
| 30D | -7.4% | -0.7% | -6.6% | -7.0% |
| 3M | -30.6% | -0.4% | -30.2% | -30.4% |
| 6M | +66.4% | -2.5% | +68.9% | +68.3% |
| YTD | +101.1% | -1.6% | +102.7% | +102.8% |
| 1Y | +97.4% | -1.3% | +98.7% | +98.9% |
| 3Y | +21.1% | +10.1% | +11.0% | +16.5% |
| 5Y | +22.5% | -8.3% | +30.8% | +5.1% |
| All | +22.5% | -8.2% | +30.6% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling