+7,301.3%
STRL vs IEF
+4.6%
+7,296.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.6% |
| 7D | +8.2% | -0.3% | +8.5% | +8.0% |
| 30D | -6.3% | -0.6% | -5.7% | -6.6% |
| 3M | -41.2% | -1.0% | -40.2% | -41.5% |
| 6M | +20.4% | -3.1% | +23.4% | +17.4% |
| YTD | +61.7% | -1.9% | +63.6% | +59.2% |
| 1Y | +72.7% | -1.4% | +74.1% | +70.8% |
| 3Y | +530.9% | +9.8% | +521.1% | +579.5% |
| 5Y | +2,125.4% | -8.8% | +2,134.2% | +1,593.1% |
| 10Y | +7,301.3% | +4.7% | +7,296.7% | +7,087.6% |
| All | +7,301.3% | +4.6% | +7,296.8% | +7,087.6% |
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