+907.2%
STRL vs IEF
-7.6%
+914.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | -0.1% | +15.0% | +15.0% |
| 7D | -13.3% | +0.3% | -13.7% | -13.3% |
| 30D | -43.3% | +2.7% | -46.0% | -43.5% |
| 3M | -46.9% | -0.8% | -46.1% | -46.8% |
| 6M | -65.6% | -1.7% | -63.9% | -65.5% |
| YTD | -5.1% | -1.6% | -3.4% | -4.8% |
| 1Y | -23.1% | -1.6% | -21.5% | -22.9% |
| 3Y | +346.8% | +12.4% | +334.5% | +345.3% |
| 5Y | +907.2% | -7.6% | +914.8% | +712.4% |
| All | +907.2% | -7.6% | +914.7% | +712.4% |
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