+244.5%
STM vs IEF
+127.0%
+117.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | -0.8% |
| 7D | -7.9% | -0.2% | -7.7% | -8.0% |
| 30D | -14.1% | +1.8% | -15.9% | -11.9% |
| 3M | -17.6% | -1.2% | -16.4% | -18.6% |
| 6M | -24.2% | -2.5% | -21.7% | -26.9% |
| YTD | +73.3% | -2.5% | +75.8% | +67.0% |
| 1Y | +90.1% | -2.3% | +92.4% | +83.7% |
| 3Y | +10.3% | +11.3% | -0.9% | +27.5% |
| 5Y | -5.7% | -7.6% | +1.9% | -24.0% |
| 10Y | +444.1% | +7.3% | +436.8% | +508.9% |
| All | +244.5% | +127.0% | +117.4% | +2,946.2% |
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