+68.5%
STRL vs IEF
-0.2%
+68.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | +3.4% | -0.3% | +3.7% | +4.1% |
| 30D | -9.2% | -0.8% | -8.5% | -7.6% |
| 3M | -51.0% | -1.0% | -50.1% | -49.9% |
| 6M | +15.8% | -2.8% | +18.5% | +20.3% |
| YTD | +58.9% | -1.5% | +60.4% | +65.8% |
| 1Y | +68.5% | -0.4% | +68.9% | +79.1% |
| All | +68.5% | -0.2% | +68.7% | +79.1% |
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 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