iShares 3-7 Year Treasury Bond (IEI): Rolling Returns

Data Source: from January 1871 to March 2024 (~153 years)
Consolidated Returns as of 31 March 2024

Holding the iShares 3-7 Year Treasury Bond (IEI) ETF, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~153 years), the longest period with a negative return lasted 91 months (from April 2016 to October 2023).

This means that every rolling period of 92 months or above has always granted a positive return.

To obtain comprehensive information, please consult the iShares 3-7 Year Treasury Bond (IEI) ETF: Historical Returns page.

Previous vs subsequent Returns

Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?

In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.

Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area

ISHARES 3-7 YEAR TREASURY BOND (IEI) ETF
Previous vs Next Returns - 10 Years annualized
Updated to March 2024

The annualized return of the last 10 years has been 1.11% (updated at Mar 31, 2024).

Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

ISHARES 3-7 YEAR TREASURY BOND (IEI) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1871 - 31 March 2024 (~153 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +3.93% +34.57%
Oct 1981 - Sep 1982 		-11.36%
Oct 2021 - Sep 2022 		14.61%
267 out of 1828
US Inflation Adjusted +2.11% +30.18%
Jun 1877 - May 1878 		-21.06%
Jul 1919 - Jun 1920 		36.65%
670 out of 1828
1 Year Annualized Rolling Returns
Timeframes ending in every month
1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 2 Years (24 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +3.70% +25.05%
Jul 1984 - Jun 1986 		-6.75%
Nov 2020 - Oct 2022 		4.57%
83 out of 1816
US Inflation Adjusted +2.24% +23.31%
Jul 1920 - Jun 1922 		-16.27%
Jul 1918 - Jun 1920 		31.33%
569 out of 1816
2 Years Annualized Rolling Returns
Timeframes ending in every month
2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 3 Years (36 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +3.76% +19.06%
Jul 1982 - Jun 1985 		-4.27%
Nov 2020 - Oct 2023 		1.94%
35 out of 1804
US Inflation Adjusted +2.37% +17.36%
Aug 1873 - Jul 1876 		-13.90%
Feb 1917 - Jan 1920 		28.49%
514 out of 1804
3 Years Annualized Rolling Returns
Timeframes ending in every month
3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 4 Years (48 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +3.82% +19.58%
Apr 1982 - Mar 1986 		-2.10%
Apr 2020 - Mar 2024 		0.73%
13 out of 1792
US Inflation Adjusted +1.93% +16.45%
Aug 1874 - Jul 1878 		-14.63%
Jun 1916 - May 1920 		28.35%
508 out of 1792
4 Years Annualized Rolling Returns
Timeframes ending in every month
4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 5 Years (60 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +3.85% +20.18%
Sep 1981 - Aug 1986 		-0.20%
Nov 2017 - Oct 2022 		0.17%
3 out of 1780
US Inflation Adjusted +2.00% +16.51%
Nov 1873 - Oct 1878 		-12.11%
Jul 1915 - Jun 1920 		28.43%
506 out of 1780
5 Years Annualized Rolling Returns
Timeframes ending in every month
5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 6 Years (72 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +3.85% +16.84%
Apr 1980 - Mar 1986 		-0.28%
Oct 2016 - Sep 2022 		0.17%
3 out of 1768
US Inflation Adjusted +2.16% +15.45%
May 1873 - Apr 1879 		-9.56%
Jul 1914 - Jun 1920 		27.55%
487 out of 1768
6 Years Annualized Rolling Returns
Timeframes ending in every month
6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 7 Years (84 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +3.86% +15.92%
Mar 1980 - Feb 1987 		-0.11%
Oct 2016 - Sep 2023 		0.11%
2 out of 1756
US Inflation Adjusted +2.05% +13.69%
Jun 1872 - May 1879 		-7.82%
Jul 1913 - Jun 1920 		26.31%
462 out of 1756
7 Years Annualized Rolling Returns
Timeframes ending in every month
7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 8 Years (96 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +3.92% +14.58%
Aug 1981 - Jul 1989 		+0.25%
Nov 2015 - Oct 2023 		0.00%
0 out of 1744
US Inflation Adjusted +2.01% +11.53%
Apr 1871 - Mar 1879 		-6.73%
Jul 1912 - Jun 1920 		26.20%
457 out of 1744
8 Years Annualized Rolling Returns
Timeframes ending in every month
8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 9 Years (108 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.00% +13.71%
Oct 1981 - Sep 1990 		+0.52%
Nov 2014 - Oct 2023 		0.00%
0 out of 1732
US Inflation Adjusted +1.91% +9.81%
Jun 1872 - May 1881 		-6.67%
Jul 1911 - Jun 1920 		25.98%
450 out of 1732
9 Years Annualized Rolling Returns
Timeframes ending in every month
9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 10 Years (120 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +3.98% +13.85%
Oct 1981 - Sep 1991 		+0.48%
Nov 2012 - Oct 2022 		0.00%
0 out of 1720
US Inflation Adjusted +1.73% +9.53%
Oct 1981 - Sep 1991 		-4.38%
Jul 1910 - Jun 1920 		26.22%
451 out of 1720
10 Years Annualized Rolling Returns
Timeframes ending in every month
10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 11 Years (132 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +3.97% +13.94%
Oct 1981 - Sep 1992 		+0.52%
Nov 2012 - Oct 2023 		0.00%
0 out of 1708
US Inflation Adjusted +1.78% +9.71%
Oct 1981 - Sep 1992 		-4.42%
Jul 1909 - Jun 1920 		27.81%
475 out of 1708
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 12 Years (144 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +3.92% +13.76%
Sep 1981 - Aug 1993 		+0.70%
Nov 2011 - Oct 2023 		0.00%
0 out of 1696
US Inflation Adjusted +1.85% +9.74%
Nov 1873 - Oct 1885 		-4.24%
Jul 1908 - Jun 1920 		28.30%
480 out of 1696
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 13 Years (156 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +3.93% +12.98%
Mar 1980 - Feb 1993 		+0.96%
Nov 2010 - Oct 2023 		0.00%
0 out of 1684
US Inflation Adjusted +1.90% +9.67%
Apr 1873 - Mar 1886 		-3.18%
Jun 1907 - May 1920 		26.19%
441 out of 1684
13 Years Annualized Rolling Returns
Timeframes ending in every month
13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 14 Years (168 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +3.95% +12.37%
Mar 1980 - Feb 1994 		+1.13%
Oct 1945 - Sep 1959 		0.00%
0 out of 1672
US Inflation Adjusted +1.78% +9.20%
Oct 1872 - Sep 1886 		-3.36%
Aug 1906 - Jul 1920 		24.34%
407 out of 1672
14 Years Annualized Rolling Returns
Timeframes ending in every month
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 15 Years (180 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +3.94% +11.81%
Dec 1980 - Nov 1995 		+1.37%
Feb 1945 - Jan 1960 		0.00%
0 out of 1660
US Inflation Adjusted +1.89% +8.46%
Apr 1871 - Mar 1886 		-3.29%
Jul 1905 - Jun 1920 		22.83%
379 out of 1660
15 Years Annualized Rolling Returns
Timeframes ending in every month
15 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 16 Years (192 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +3.94% +11.68%
Mar 1980 - Feb 1996 		+1.38%
Aug 1941 - Jul 1957 		0.00%
0 out of 1648
US Inflation Adjusted +1.88% +8.43%
Apr 1873 - Mar 1889 		-2.94%
Jul 1904 - Jun 1920 		21.91%
361 out of 1648
16 Years Annualized Rolling Returns
Timeframes ending in every month
16 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 17 Years (204 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +3.93% +11.79%
Oct 1981 - Sep 1998 		+1.54%
Oct 1942 - Sep 1959 		0.00%
0 out of 1636
US Inflation Adjusted +1.97% +8.15%
Oct 1981 - Sep 1998 		-2.49%
Jul 1903 - Jun 1920 		20.35%
333 out of 1636
17 Years Annualized Rolling Returns
Timeframes ending in every month
17 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 18 Years (216 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +3.92% +11.15%
Mar 1980 - Feb 1998 		+1.42%
Oct 1941 - Sep 1959 		0.00%
0 out of 1624
US Inflation Adjusted +2.11% +7.63%
Feb 1874 - Jan 1892 		-2.33%
Jun 1902 - May 1920 		19.77%
321 out of 1624
18 Years Annualized Rolling Returns
Timeframes ending in every month
18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 19 Years (228 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +3.98% +10.90%
Mar 1980 - Feb 1999 		+1.58%
Jan 1941 - Dec 1959 		0.00%
0 out of 1612
US Inflation Adjusted +2.17% +8.01%
Apr 1873 - Mar 1892 		-2.50%
Jul 1901 - Jun 1920 		19.79%
319 out of 1612
19 Years Annualized Rolling Returns
Timeframes ending in every month
19 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 20 Years (240 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +3.99% +10.90%
Oct 1981 - Sep 2001 		+1.71%
Aug 1939 - Jul 1959 		0.00%
0 out of 1600
US Inflation Adjusted +2.10% +7.75%
May 1872 - Apr 1892 		-2.07%
Jul 1900 - Jun 1920 		19.88%
318 out of 1600
20 Years Annualized Rolling Returns
Timeframes ending in every month
20 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the iShares 3-7 Year Treasury Bond (IEI) ETF: Historical Returns page.