-65.0%
STRL vs IEF
-2.1%
-62.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +4.8% |
| 7D | +7.1% | -0.8% | +7.9% | +5.8% |
| 30D | -39.4% | +2.0% | -41.4% | -40.3% |
| 3M | -43.0% | -1.1% | -41.9% | -41.4% |
| 6M | -65.0% | -1.9% | -63.1% | -62.9% |
| All | -65.0% | -2.1% | -62.9% | -62.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling