+1,972.8%
STX vs IEF
+7.3%
+1,965.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.2% |
| 7D | +14.6% | -2.0% | +16.6% | +13.3% |
| 30D | -26.0% | +0.7% | -26.7% | -25.6% |
| 3M | -42.6% | -2.5% | -40.1% | -43.2% |
| 6M | -35.3% | -2.6% | -32.7% | -36.0% |
| YTD | +92.5% | -3.2% | +95.7% | +89.7% |
| 1Y | +102.4% | -3.0% | +105.4% | +99.6% |
| 3Y | +673.8% | +10.5% | +663.3% | +722.0% |
| 5Y | +463.1% | -8.2% | +471.2% | +366.7% |
| All | +1,972.8% | +7.3% | +1,965.5% | +2,281.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling