+3,476.8%
STX vs IEF
+4.0%
+3,472.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -3.1% |
| 7D | +8.0% | -1.2% | +9.2% | +7.3% |
| 30D | +5.1% | -1.5% | +6.6% | +4.3% |
| 3M | +5.8% | -1.7% | +7.4% | +4.9% |
| 6M | +124.9% | -3.5% | +128.5% | +120.8% |
| YTD | +213.9% | -2.6% | +216.5% | +209.7% |
| 1Y | +350.4% | -2.4% | +352.8% | +345.2% |
| 3Y | +1,314.2% | +8.9% | +1,305.3% | +1,380.0% |
| 5Y | +1,092.8% | -9.2% | +1,102.0% | +861.5% |
| All | +3,476.8% | +4.0% | +3,472.8% | +3,710.5% |
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