+449.2%
STX vs IEF
-7.3%
+456.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | -17.3% | -0.2% | -17.1% | -17.3% |
| 30D | -35.9% | +2.1% | -38.1% | -36.1% |
| 3M | -37.3% | -0.9% | -36.5% | -37.3% |
| 6M | -35.8% | -2.2% | -33.6% | -35.6% |
| YTD | +82.7% | -2.2% | +84.9% | +83.3% |
| 1Y | +71.6% | -2.0% | +73.6% | +72.1% |
| 3Y | +635.3% | +11.7% | +623.6% | +622.9% |
| All | +449.2% | -7.3% | +456.4% | +401.6% |
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