+365.4%
STX vs IEF
-0.2%
+365.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.4% | +6.3% |
| 7D | +2.4% | -0.3% | +2.6% | +2.3% |
| 30D | +1.4% | -0.8% | +2.2% | +1.2% |
| 3M | -8.2% | -1.0% | -7.2% | -8.2% |
| 6M | +127.0% | -2.8% | +129.8% | +122.5% |
| YTD | +209.1% | -1.5% | +210.6% | +215.9% |
| 1Y | +365.4% | -0.4% | +365.9% | +355.5% |
| All | +365.4% | -0.2% | +365.7% | +355.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling