+1,077.4%
STX vs IEF
-8.6%
+1,086.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.8% | -2.0% |
| 7D | +9.6% | -0.3% | +9.9% | +9.6% |
| 30D | +10.6% | -0.6% | +11.2% | +10.7% |
| 3M | +4.8% | -1.0% | +5.8% | +4.9% |
| 6M | +137.3% | -3.1% | +140.3% | +137.9% |
| YTD | +222.5% | -1.9% | +224.4% | +223.2% |
| 1Y | +366.2% | -1.4% | +367.6% | +366.8% |
| 3Y | +1,352.9% | +9.8% | +1,343.1% | +1,327.2% |
| 5Y | +1,077.4% | -8.8% | +1,086.3% | +973.3% |
| All | +1,077.4% | -8.6% | +1,086.0% | +973.3% |
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