+9,423.5%
STX vs IEF
+116.2%
+9,307.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -1.9% |
| 7D | -17.3% | -0.2% | -17.1% | -17.3% |
| 30D | -35.9% | +2.1% | -38.1% | -34.1% |
| 3M | -37.3% | -0.9% | -36.5% | -37.7% |
| 6M | -35.8% | -2.2% | -33.6% | -37.1% |
| YTD | +82.7% | -2.2% | +84.9% | +78.8% |
| 1Y | +71.6% | -2.0% | +73.6% | +68.2% |
| 3Y | +635.3% | +11.7% | +623.6% | +740.5% |
| 5Y | +483.8% | -7.3% | +491.0% | +402.3% |
| 10Y | +1,967.8% | +7.6% | +1,960.1% | +2,215.0% |
| All | +9,423.5% | +116.2% | +9,307.3% | +27,717.1% |
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