+2,133.0%
STRL vs IEF
-8.2%
+2,141.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -43.7% |
| 6M | +27.1% | -2.5% | +29.6% | +27.1% |
| YTD | +64.0% | -1.6% | +65.6% | +64.2% |
| 1Y | +75.2% | -1.3% | +76.5% | +75.4% |
| 3Y | +539.9% | +10.1% | +529.8% | +539.8% |
| 5Y | +2,133.0% | -8.3% | +2,141.3% | +1,708.5% |
| All | +2,133.0% | -8.2% | +2,141.2% | +1,708.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling