Consolidated Returns as of 30 June 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 (~154 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
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The annualized return of the last 10 years has been 0.91% (updated at Jun 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.
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Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.90% |
+44.35%
Apr 1985 - Mar 1986 |
-16.44%
Nov 2021 - Oct 2022 |
18.84%
345 out of 1831 |
US Inflation Adjusted | +2.29% |
+41.30%
Apr 1985 - Mar 1986 |
-22.45%
Nov 2021 - Oct 2022 |
37.08%
679 out of 1831 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.69% |
+34.91%
Jul 1984 - Jun 1986 |
-10.33%
Nov 2020 - Oct 2022 |
10.17%
185 out of 1819 |
US Inflation Adjusted | +2.53% |
+31.35%
Jul 1984 - Jun 1986 |
-16.18%
Nov 2020 - Oct 2022 |
32.05%
583 out of 1819 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.86% |
+23.66%
Sep 1983 - Aug 1986 |
-7.79%
Nov 2020 - Oct 2023 |
6.42%
116 out of 1807 |
US Inflation Adjusted | +2.45% |
+19.98%
Sep 1983 - Aug 1986 |
-13.92%
Feb 1917 - Jan 1920 |
29.28%
529 out of 1807 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.03% |
+23.99%
Jul 1982 - Jun 1986 |
-5.23%
May 2020 - Apr 2024 |
2.79%
50 out of 1795 |
US Inflation Adjusted | +2.22% |
+20.31%
Jul 1982 - Jun 1986 |
-14.55%
Jun 1916 - May 1920 |
29.75%
534 out of 1795 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.14% |
+23.75%
Sep 1981 - Aug 1986 |
-1.38%
Jun 2019 - May 2024 |
1.18%
21 out of 1783 |
US Inflation Adjusted | +2.51% |
+19.55%
Sep 1981 - Aug 1986 |
-12.17%
Jul 1915 - Jun 1920 |
31.02%
553 out of 1783 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.09% |
+19.12%
Mar 1981 - Feb 1987 |
-1.04%
Nov 2017 - Oct 2023 |
0.51%
9 out of 1771 |
US Inflation Adjusted | +2.58% |
+14.46%
Mar 1981 - Feb 1987 |
-10.07%
Jul 1914 - Jun 1920 |
31.79%
563 out of 1771 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.06% |
+17.44%
Mar 1980 - Feb 1987 |
-1.15%
Nov 2016 - Oct 2023 |
0.57%
10 out of 1759 |
US Inflation Adjusted | +2.43% |
+13.13%
Oct 1981 - Sep 1988 |
-8.73%
Jun 1913 - May 1920 |
29.16%
513 out of 1759 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.09% |
+16.72%
Oct 1981 - Sep 1989 |
-0.44%
Nov 2015 - Oct 2023 |
0.40%
7 out of 1747 |
US Inflation Adjusted | +2.20% |
+12.52%
Oct 1981 - Sep 1989 |
-7.50%
Jul 1912 - Jun 1920 |
30.45%
532 out of 1747 |
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Annualized Rolling Returns - 9 Years (108 months)
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 1735 |
US Inflation Adjusted | +2.21% |
+10.93%
Oct 1981 - Sep 1990 |
-7.33%
Jul 1911 - Jun 1920 |
30.84%
535 out of 1735 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.17% |
+15.70%
Oct 1981 - Sep 1991 |
+0.37%
Oct 1949 - Sep 1959 |
0.00%
0 out of 1723 |
US Inflation Adjusted | +2.53% |
+11.31%
Oct 1981 - Sep 1991 |
-5.68%
Oct 1971 - Sep 1981 |
32.73%
564 out of 1723 |
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Annualized Rolling Returns - 11 Years (132 months)
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 1711 |
US Inflation Adjusted | +2.69% |
+11.43%
Oct 1981 - Sep 1992 |
-5.29%
Jun 1909 - May 1920 |
31.62%
541 out of 1711 |
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Annualized Rolling Returns - 12 Years (144 months)
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 1699 |
US Inflation Adjusted | +2.70% |
+11.41%
Oct 1981 - Sep 1993 |
-5.33%
Jul 1908 - Jun 1920 |
32.14%
546 out of 1699 |
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Annualized Rolling Returns - 13 Years (156 months)
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 1687 |
US Inflation Adjusted | +2.61% |
+9.56%
Jul 1920 - Jun 1933 |
-4.68%
Jun 1907 - May 1920 |
31.24%
527 out of 1687 |
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Annualized Rolling Returns - 14 Years (168 months)
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 1675 |
US Inflation Adjusted | +2.48% |
+9.87%
Oct 1981 - Sep 1995 |
-4.84%
Aug 1906 - Jul 1920 |
30.81%
516 out of 1675 |
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Annualized Rolling Returns - 15 Years (180 months)
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 1663 |
US Inflation Adjusted | +2.32% |
+9.13%
Oct 1981 - Sep 1996 |
-4.52%
Jul 1905 - Jun 1920 |
28.32%
471 out of 1663 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.01% |
+12.93%
Oct 1981 - Sep 1997 |
+1.00%
Aug 1941 - Jul 1957 |
0.00%
0 out of 1651 |
US Inflation Adjusted | +2.34% |
+9.12%
Oct 1981 - Sep 1997 |
-4.19%
Jul 1904 - Jun 1920 |
27.01%
446 out of 1651 |
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Annualized Rolling Returns - 17 Years (204 months)
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 1639 |
US Inflation Adjusted | +2.25% |
+9.65%
Oct 1981 - Sep 1998 |
-3.82%
Jul 1903 - Jun 1920 |
26.05%
427 out of 1639 |
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Annualized Rolling Returns - 18 Years (216 months)
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 1627 |
US Inflation Adjusted | +2.18% |
+8.56%
Oct 1981 - Sep 1999 |
-3.63%
Jun 1902 - May 1920 |
26.00%
423 out of 1627 |
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Annualized Rolling Returns - 19 Years (228 months)
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 1615 |
US Inflation Adjusted | +2.13% |
+8.29%
Oct 1981 - Sep 2000 |
-3.69%
Jul 1901 - Jun 1920 |
26.75%
432 out of 1615 |
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Annualized Rolling Returns - 20 Years (240 months)
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 1603 |
US Inflation Adjusted | +2.17% |
+8.50%
Oct 1981 - Sep 2001 |
-3.10%
Jul 1900 - Jun 1920 |
27.51%
441 out of 1603 |
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To obtain comprehensive information, please consult the iShares 7-10 Year Treasury Bond (IEF) ETF: Historical Returns page.