+3,877.1%
STRL vs IEF
+7.0%
+3,870.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +4.9% |
| 7D | +7.1% | -0.8% | +7.9% | +6.6% |
| 30D | -39.4% | +1.7% | -41.1% | -38.6% |
| 3M | -43.0% | -1.4% | -41.6% | -43.3% |
| 6M | -65.0% | -2.3% | -62.7% | -65.4% |
| YTD | -0.8% | -2.6% | +1.8% | -2.4% |
| 1Y | -20.3% | -2.7% | -17.6% | -21.7% |
| 3Y | +356.5% | +11.2% | +345.3% | +398.2% |
| 5Y | +952.8% | -7.4% | +960.2% | +741.0% |
| 10Y | +3,877.1% | +7.4% | +3,869.7% | +4,291.2% |
| All | +3,877.1% | +7.0% | +3,870.1% | +4,291.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling