+301.9%
STM vs IEF
+129.4%
+172.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.8% |
| 7D | +5.8% | -0.3% | +6.1% | +5.4% |
| 30D | -1.0% | -0.8% | -0.2% | -2.0% |
| 3M | -33.3% | -1.0% | -32.3% | -34.3% |
| 6M | +57.4% | -2.8% | +60.1% | +50.5% |
| YTD | +102.2% | -1.5% | +103.7% | +96.9% |
| 1Y | +99.6% | -0.4% | +100.0% | +97.1% |
| 3Y | +14.5% | +9.7% | +4.9% | +28.2% |
| 5Y | +21.4% | -8.3% | +29.7% | -4.6% |
| 10Y | +695.0% | +4.6% | +690.4% | +739.6% |
| All | +301.9% | +129.4% | +172.6% | +3,489.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling