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

Data Source: from January 1871 to April 2024 (~153 years)
Consolidated Returns as of 30 April 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 April 2024

The annualized return of the last 10 years has been 0.88% (updated at Apr 30, 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 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1871 - 30 April 2024 (~153 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +3.93% +34.57%
Oct 1981 - Sep 1982
-11.36%
Oct 2021 - Sep 2022
14.65%
268 out of 1829
US Inflation Adjusted +2.11% +30.18%
Jun 1877 - May 1878
-21.06%
Jul 1919 - Jun 1920
36.69%
671 out of 1829
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
4.62%
84 out of 1817
US Inflation Adjusted +2.24% +23.31%
Jul 1920 - Jun 1922
-16.27%
Jul 1918 - Jun 1920
31.37%
570 out of 1817
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
1.99%
36 out of 1805
US Inflation Adjusted +2.37% +17.36%
Aug 1873 - Jul 1876
-13.90%
Feb 1917 - Jan 1920
28.53%
515 out of 1805
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
-2.56%
May 2020 - Apr 2024
0.78%
14 out of 1793
US Inflation Adjusted +1.93% +16.45%
Aug 1874 - Jul 1878
-14.63%
Jun 1916 - May 1920
28.39%
509 out of 1793
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
0.22%
4 out of 1781
US Inflation Adjusted +2.00% +16.51%
Nov 1873 - Oct 1878
-12.11%
Jul 1915 - Jun 1920
28.47%
507 out of 1781
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 1769
US Inflation Adjusted +2.16% +15.45%
May 1873 - Apr 1879
-9.56%
Jul 1914 - Jun 1920
27.59%
488 out of 1769
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 1757
US Inflation Adjusted +2.05% +13.69%
Jun 1872 - May 1879
-7.82%
Jul 1913 - Jun 1920
26.35%
463 out of 1757
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 1745
US Inflation Adjusted +2.01% +11.53%
Apr 1871 - Mar 1879
-6.73%
Jul 1912 - Jun 1920
26.25%
458 out of 1745
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 1733
US Inflation Adjusted +1.91% +9.81%
Jun 1872 - May 1881
-6.67%
Jul 1911 - Jun 1920
26.02%
451 out of 1733
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 1721
US Inflation Adjusted +1.73% +9.53%
Oct 1981 - Sep 1991
-4.38%
Jul 1910 - Jun 1920
26.26%
452 out of 1721
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 1709
US Inflation Adjusted +1.78% +9.71%
Oct 1981 - Sep 1992
-4.42%
Jul 1909 - Jun 1920
27.85%
476 out of 1709
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 1697
US Inflation Adjusted +1.85% +9.74%
Nov 1873 - Oct 1885
-4.24%
Jul 1908 - Jun 1920
28.34%
481 out of 1697
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution