+539.9%
STRL vs IEF
+9.9%
+530.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.2% |
| 7D | +10.1% | +0.1% | +10.0% | +10.1% |
| 30D | -8.2% | -0.7% | -7.5% | -8.1% |
| 3M | -43.7% | -0.4% | -43.3% | -43.6% |
| 6M | +27.1% | -2.5% | +29.6% | +27.0% |
| YTD | +64.0% | -1.6% | +65.6% | +64.3% |
| 1Y | +75.2% | -1.3% | +76.5% | +75.7% |
| 3Y | +539.9% | +10.1% | +529.8% | +559.0% |
| All | +539.9% | +9.9% | +530.1% | +559.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling