iShares 7-10 Year Treasury Bond (IEF): Rolling Returns

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

Holding the iShares 7-10 Year Treasury Bond (IEF) 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 126 months (from May 2013 to October 2023).

This means that every rolling period of 127 months or above has always granted a positive return.

To obtain comprehensive information, please consult the iShares 7-10 Year Treasury Bond (IEF) 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 7-10 YEAR TREASURY BOND (IEF) ETF
Previous vs Next Returns - 10 Years annualized
Updated to April 2024

The annualized return of the last 10 years has been 0.76% (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 7-10 YEAR TREASURY BOND (IEF) 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)

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Median Best Worst Negative Periods
Annualized Rolling Return +3.90% +44.35%
Apr 1985 - Mar 1986
-16.44%
Nov 2021 - Oct 2022
18.81%
344 out of 1829
US Inflation Adjusted +2.31% +41.30%
Apr 1985 - Mar 1986
-22.45%
Nov 2021 - Oct 2022
37.01%
677 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% +34.91%
Jul 1984 - Jun 1986
-10.33%
Nov 2020 - Oct 2022
10.07%
183 out of 1817
US Inflation Adjusted +2.54% +31.35%
Jul 1984 - Jun 1986
-16.18%
Nov 2020 - Oct 2022
31.98%
581 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 +3.86% +23.66%
Sep 1983 - Aug 1986
-7.79%
Nov 2020 - Oct 2023
6.32%
114 out of 1805
US Inflation Adjusted +2.45% +19.98%
Sep 1983 - Aug 1986
-13.92%
Feb 1917 - Jan 1920
29.20%
527 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 +4.03% +23.99%
Jul 1982 - Jun 1986
-5.23%
May 2020 - Apr 2024
2.68%
48 out of 1793
US Inflation Adjusted +2.24% +20.31%
Jul 1982 - Jun 1986
-14.55%
Jun 1916 - May 1920
29.67%
532 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 +4.15% +23.75%
Sep 1981 - Aug 1986
-1.14%
May 2019 - Apr 2024
1.07%
19 out of 1781
US Inflation Adjusted +2.51% +19.55%
Sep 1981 - Aug 1986
-12.17%
Jul 1915 - Jun 1920
30.94%
551 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 +4.10% +19.12%
Mar 1981 - Feb 1987
-1.04%
Nov 2017 - Oct 2023
0.51%
9 out of 1769
US Inflation Adjusted +2.59% +14.46%
Mar 1981 - Feb 1987
-10.07%
Jul 1914 - Jun 1920
31.71%
561 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 +4.06% +17.44%
Mar 1980 - Feb 1987
-1.15%
Nov 2016 - Oct 2023
0.51%
9 out of 1757
US Inflation Adjusted +2.43% +13.13%
Oct 1981 - Sep 1988
-8.73%
Jun 1913 - May 1920
29.08%
511 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 +4.09% +16.72%
Oct 1981 - Sep 1989
-0.44%
Nov 2015 - Oct 2023
0.29%
5 out of 1745
US Inflation Adjusted +2.20% +12.52%
Oct 1981 - Sep 1989
-7.50%
Jul 1912 - Jun 1920
30.37%
530 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 +4.13% +15.36%
Oct 1981 - Sep 1990
+0.03%
Nov 2014 - Oct 2023
0.00%
0 out of 1733
US Inflation Adjusted +2.22% +10.93%
Oct 1981 - Sep 1990
-7.33%
Jul 1911 - Jun 1920
30.76%
533 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 +4.18% +15.70%
Oct 1981 - Sep 1991
+0.37%
Oct 1949 - Sep 1959
0.00%
0 out of 1721
US Inflation Adjusted +2.53% +11.31%
Oct 1981 - Sep 1991
-5.68%
Oct 1971 - Sep 1981
32.66%
562 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 +4.24% +15.73%
Oct 1981 - Sep 1992
+0.11%
Nov 2012 - Oct 2023
0.00%
0 out of 1709
US Inflation Adjusted +2.69% +11.43%
Oct 1981 - Sep 1992
-5.29%
Jun 1909 - May 1920
31.54%
539 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 +4.23% +15.60%
Oct 1981 - Sep 1993
+0.52%
Nov 1945 - Oct 1957
0.00%
0 out of 1697
US Inflation Adjusted +2.70% +11.41%
Oct 1981 - Sep 1993
-5.33%
Jul 1908 - Jun 1920
32.06%
544 out of 1697
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 +4.15% +13.89%
Mar 1980 - Feb 1993
+0.74%
Feb 1947 - Jan 1960
0.00%
0 out of 1685
US Inflation Adjusted +2.61% +9.56%
Jul 1920 - Jun 1933
-4.68%
Jun 1907 - May 1920
31.16%
525 out of 1685
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 +4.09% +13.85%
Oct 1981 - Sep 1995
+0.68%
Oct 1945 - Sep 1959
0.00%
0 out of 1673
US Inflation Adjusted +2.48% +9.87%
Oct 1981 - Sep 1995
-4.84%
Aug 1906 - Jul 1920
30.72%
514 out of 1673
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 +4.03% +13.03%
Oct 1981 - Sep 1996
+0.98%
Feb 1945 - Jan 1960
0.00%
0 out of 1661
US Inflation Adjusted +2.33% +9.13%
Oct 1981 - Sep 1996
-4.52%
Jul 1905 - Jun 1920
28.24%
469 out of 1661
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 +4.02% +12.93%
Oct 1981 - Sep 1997
+1.00%
Aug 1941 - Jul 1957
0.00%
0 out of 1649
US Inflation Adjusted +2.35% +9.12%
Oct 1981 - Sep 1997
-4.19%
Jul 1904 - Jun 1920
27.05%
446 out of 1649
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 +4.01% +13.34%
Oct 1981 - Sep 1998
+1.17%
Feb 1943 - Jan 1960
0.00%
0 out of 1637
US Inflation Adjusted +2.26% +9.65%
Oct 1981 - Sep 1998
-3.82%
Jul 1903 - Jun 1920
26.08%
427 out of 1637
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 +3.99% +12.17%
Oct 1981 - Sep 1999
+1.10%
Oct 1941 - Sep 1959
0.00%
0 out of 1625
US Inflation Adjusted +2.18% +8.56%
Oct 1981 - Sep 1999
-3.63%
Jun 1902 - May 1920
26.03%
423 out of 1625
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 +3.96% +11.90%
Oct 1981 - Sep 2000
+1.30%
Feb 1941 - Jan 1960
0.00%
0 out of 1613
US Inflation Adjusted +2.13% +8.29%
Oct 1981 - Sep 2000
-3.69%
Jul 1901 - Jun 1920
26.78%
432 out of 1613
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 +3.94% +12.08%
Oct 1981 - Sep 2001
+1.54%
Jan 1940 - Dec 1959
0.00%
0 out of 1601
US Inflation Adjusted +2.18% +8.50%
Oct 1981 - Sep 2001
-3.10%
Jul 1900 - Jun 1920
27.55%
441 out of 1601
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 7-10 Year Treasury Bond (IEF) ETF: Historical Returns page.