-25.9%
STRL vs IEF
-1.9%
-23.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +0.5% | -22.0% | -22.0% |
| 7D | -27.1% | +0.9% | -27.9% | -28.1% |
| 30D | -45.8% | +3.1% | -48.9% | -49.4% |
| 3M | -47.6% | -1.4% | -46.3% | -44.7% |
| 6M | -46.4% | -1.6% | -44.9% | -42.7% |
| YTD | -7.4% | -2.1% | -5.2% | +0.9% |
| 1Y | -25.9% | -2.0% | -23.9% | -19.7% |
| All | -25.9% | -1.9% | -23.9% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling