+16,011.1%
STX vs IEF
+117.7%
+15,893.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.4% | +6.3% |
| 7D | +2.4% | -0.3% | +2.6% | +2.0% |
| 30D | +1.4% | -0.8% | +2.2% | +0.6% |
| 3M | -8.2% | -1.0% | -7.2% | -9.1% |
| 6M | +127.0% | -2.8% | +129.8% | +119.6% |
| YTD | +209.1% | -1.5% | +210.6% | +203.7% |
| 1Y | +365.4% | -0.4% | +365.9% | +363.4% |
| 3Y | +1,135.4% | +9.7% | +1,125.7% | +1,270.3% |
| 5Y | +991.5% | -8.3% | +999.8% | +816.0% |
| 10Y | +3,695.8% | +4.6% | +3,691.2% | +3,940.9% |
| All | +16,011.1% | +117.7% | +15,893.4% | +47,161.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling