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DASHBOARDS: Portfolio Hub Market Pulse Performance Compare Studio

IEF

iShares 7-10 Year Treasury Bond ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-11
Executive Summary
The quantitative backtest for IEF (iShares 7-10 Year Treasury Bond ETF) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -7.8% (compared to the benchmark's drawdown of -23.9%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 3.6%, compared to a Buy-and-Hold benchmark return of 3.1%. The strategy executed 52 total trades.

* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.

🛡️ IEF Drawdown Shield & Downside Protection

Why Drawdown Dictates Longevity →
Peak Drawdown Defense
-7.8% (vs -23.9% B&H)
+16.1% shallower drawdown
Downside Efficiency
0.93 Sortino
+0.22 vs 0.71 B&H
Capital Sheltered from Risk
35.1% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.

📊 IEF Quality Metrics & KPI Summary

Metric 1Y5Y10YFull
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
Max Drawdown-2.90%-4.95%-5.83%-20.93%-6.18%-23.92%-7.83%-23.92%
Sharpe Ratio-0.26-0.600.36-0.260.540.050.710.46
Sortino Ratio-0.44-0.970.42-0.430.640.080.930.71
CAGR-0.85%-2.72%1.16%-1.98%2.04%0.35%3.61%3.14%
% Time Invested71.4%100.0%37.8%100.0%49.6%100.0%64.9%100.0%
Trades / Year0.00.02.20.02.20.02.30.0

Cumulative Growth Performance

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Hydrating Performance Trajectory... Loading historical performance data
Figure 1: Cumulative Trajectory Analysis. Logarithmic growth comparison of IEF under the Excess Return MMA CA strategy (Investing) versus Buy & Hold. The strategy produced a 3.6% CAGR with a -7.8% Max Drawdown across 52 trade signals (compared to Buy & Hold's 3.1% CAGR and -23.9% Max Drawdown).

Return Distribution Analysis

Histogram of monthly return distribution for IEF under Excess Return MMA CA strategy in Investing context, illustrating downside risk mitigation and return skewness.
Figure 2: Monthly Return Distribution Profile. Monthly return distribution for IEF under Excess Return MMA CA (Investing). Visualizes return frequency, volatility clustering, and tail-risk truncation relative to standard buy-and-hold returns.
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Top 5 non-correlated asset sleeves evaluated on 1Y daily percentage returns (Pearson r). Compare them side-by-side in Compare Studio to analyze portfolio diversification.

Diversifier Asset Category 1Y Correlation (r) Action
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Trade History

This log shows every signal-driven transition. Completed trades reflect standard market cycles. An Open or Mark-to-Market exit denotes an active position (either in the primary asset or a cash/yield sleeve) valued at the current price for reporting purposes. Interest entries record yield accrued from cash or cash alternatives (like BIL) during out-of-market defensive periods.

Entry DateExit DateTypeAllocationEntry PriceExit PriceNet Return %Exit Reason
🔒 Active Positions & Recent Execution Signals Hidden
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2026-05-04 2026-06-01 Interest (FLOT) 33.33% $1.00 $1.00 0.35% Interest Income
2025-05-01 2026-05-21 Completed 33.33% $91.04 $92.20 1.23% Signal
2026-03-03 2026-05-01 Interest (BIL) 33.33% $1.00 $1.01 0.60% Interest Income
2026-02-12 2026-03-02 Interest (FLOT) 33.33% $1.00 $1.00 0.15% Interest Income
2025-09-10 2026-02-12 Completed 33.33% $93.35 $94.19 0.85% Signal
2025-09-08 2025-12-11 Interest (FLOT) 33.33% $1.00 $1.01 1.34% Interest Income
2025-08-18 2025-09-10 Interest (FLOT) 33.33% $1.00 $1.00 0.20% Interest Income
2025-04-29 2025-09-08 Completed 33.33% $90.42 $93.33 3.16% Signal
2025-04-23 2025-08-18 Completed 33.33% $89.95 $91.37 1.53% Signal
2025-03-03 2025-05-01 Interest (FLOT) 33.33% $1.00 $1.00 0.45% Interest Income
2025-01-08 2025-04-29 Interest (FLOT) 33.33% $1.00 $1.01 1.11% Interest Income
2024-12-16 2025-04-23 Interest (FLOT) 33.33% $1.00 $1.01 1.30% Interest Income
2024-08-05 2025-03-03 Completed 33.33% $90.85 $89.36 -1.69% Signal
2024-08-05 2025-01-08 Completed 33.33% $90.85 $86.00 -5.39% Stop
2024-08-05 2024-12-16 Completed 33.33% $90.85 $87.72 -3.50% Signal
2024-08-02 2024-08-05 Interest (SHV) 33.33% $1.00 $1.00 0.09% Interest Income
2024-08-02 2024-08-05 Interest (SHV) 33.33% $1.00 $1.00 0.09% Interest Income
2024-08-02 2024-08-05 Interest (SHV) 33.33% $1.00 $1.00 0.09% Interest Income
2024-05-01 2024-08-01 Interest (FLOT) 33.33% $1.00 $1.02 1.50% Interest Income
2023-06-02 2024-08-01 Interest (FLOT) 33.33% $1.00 $1.08 7.87% Interest Income
2023-06-02 2024-08-01 Interest (FLOT) 33.33% $1.00 $1.08 7.87% Interest Income
2024-01-26 2024-05-01 Completed 33.33% $86.03 $83.67 -2.79% Signal
2023-07-10 2024-01-26 Interest (FLOT) 33.33% $1.00 $1.04 3.71% Interest Income
2023-06-14 2023-07-10 Completed 33.33% $85.92 $84.38 -1.84% Signal
2023-06-02 2023-06-14 Interest (FLOT) 33.33% $1.00 $1.00 0.22% Interest Income
2023-05-22 2023-06-01 Interest (SHV) 33.33% $1.00 $1.00 0.17% Interest Income
2023-04-04 2023-06-01 Interest (SHV) 33.33% $1.00 $1.01 0.71% Interest Income
2023-04-04 2023-06-01 Interest (SHV) 33.33% $1.00 $1.01 0.71% Interest Income
2023-02-21 2023-05-22 Completed 33.33% $84.33 $86.56 2.59% Signal
2022-12-02 2023-04-03 Interest (FLOT) 33.33% $1.00 $1.02 1.87% Interest Income
2022-12-02 2023-04-03 Interest (FLOT) 33.33% $1.00 $1.02 1.87% Interest Income
2022-12-02 2023-02-21 Interest (FLOT) 33.33% $1.00 $1.02 1.95% Interest Income
2022-10-04 2022-12-01 Interest (BIL) 33.33% $1.00 $1.01 0.52% Interest Income
2022-10-04 2022-12-01 Interest (BIL) 33.33% $1.00 $1.01 0.52% Interest Income
2022-10-04 2022-12-01 Interest (BIL) 33.33% $1.00 $1.01 0.52% Interest Income
2022-09-02 2022-10-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.05% Interest Income
2022-09-02 2022-10-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.05% Interest Income
2022-09-02 2022-10-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.05% Interest Income
2022-03-02 2022-09-01 Interest (BIL) 33.33% $1.00 $1.00 0.37% Interest Income
2022-03-02 2022-09-01 Interest (BIL) 33.33% $1.00 $1.00 0.37% Interest Income
2022-03-02 2022-09-01 Interest (BIL) 33.33% $1.00 $1.00 0.37% Interest Income
2022-02-11 2022-03-01 Interest (FLOT) 33.33% $1.00 $1.00 -0.00% Interest Income
2022-01-04 2022-03-01 Interest (FLOT) 33.33% $1.00 $1.00 0.01% Interest Income
2022-01-04 2022-03-01 Interest (FLOT) 33.33% $1.00 $1.00 0.01% Interest Income
2021-11-08 2022-02-11 Completed 33.33% $99.49 $95.39 -4.17% Signal
2021-11-23 2022-01-03 Interest (BIL) 33.33% $1.00 $1.00 -0.02% Interest Income
2021-11-02 2022-01-03 Interest (BIL) 33.33% $1.00 $1.00 -0.03% Interest Income
2021-07-30 2021-11-23 Completed 33.33% $100.99 $98.03 -2.98% Signal
2021-11-02 2021-11-08 Interest (BIL) 33.33% $1.00 $1.00 -0.01% Interest Income
2021-10-04 2021-11-01 Interest (FLOT) 33.33% $1.00 $1.00 -0.03% Interest Income
2021-09-02 2021-11-01 Interest (FLOT) 33.33% $1.00 $1.00 0.02% Interest Income
2021-04-07 2021-10-04 Completed 33.33% $97.35 $99.33 1.98% Signal
2021-08-03 2021-09-01 Interest (SHV) 33.33% $1.00 $1.00 -0.02% Interest Income
2021-05-04 2021-08-02 Interest (FLOT) 33.33% $1.00 $1.00 0.14% Interest Income
2021-05-04 2021-07-30 Interest (FLOT) 33.33% $1.00 $1.00 0.17% Interest Income
2021-04-05 2021-05-03 Interest (BIL) 33.33% $1.00 $1.00 -0.01% Interest Income
2021-04-05 2021-05-03 Interest (BIL) 33.33% $1.00 $1.00 -0.01% Interest Income
2021-04-05 2021-04-07 Interest (BIL) 33.33% $1.00 $1.00 -0.02% Interest Income
2021-03-15 2021-04-01 Interest (FLOT) 33.33% $1.00 $1.00 -0.02% Interest Income
2021-02-01 2021-04-01 Interest (FLOT) 33.33% $1.00 $1.00 -0.07% Interest Income
2020-12-02 2021-04-01 Interest (FLOT) 33.33% $1.00 $1.00 0.18% Interest Income
2018-11-20 2021-03-15 Completed 33.33% $83.62 $97.62 16.68% Stop
2018-11-20 2021-02-01 Completed 33.33% $83.62 $101.51 21.33% Signal
2020-11-10 2020-12-01 Interest (BIL) 33.33% $1.00 $1.00 -0.02% Interest Income
2020-03-02 2020-11-10 Completed 33.33% $99.75 $101.87 2.08% Signal
2020-01-09 2020-03-02 Interest (FLOT) 33.33% $1.00 $1.00 0.16% Interest Income
2018-11-20 2020-01-09 Completed 33.33% $83.62 $93.68 11.97% Signal
2018-11-02 2018-11-20 Interest (BIL) 33.33% $1.00 $1.00 0.08% Interest Income
2018-11-02 2018-11-20 Interest (BIL) 33.33% $1.00 $1.00 0.08% Interest Income
2018-11-02 2018-11-20 Interest (BIL) 33.33% $1.00 $1.00 0.08% Interest Income
2018-10-11 2018-11-01 Interest (FLOT) 33.33% $1.00 $1.00 0.01% Interest Income
2018-02-07 2018-11-01 Interest (FLOT) 33.33% $1.00 $1.02 1.52% Interest Income
2017-07-10 2018-11-01 Interest (FLOT) 33.33% $1.00 $1.03 2.70% Interest Income
2018-08-22 2018-10-11 Completed 33.33% $84.45 $82.54 -2.32% Signal
2017-11-27 2018-08-22 Interest (FLOT) 33.33% $1.00 $1.02 1.68% Interest Income
2017-08-23 2018-02-07 Completed 33.33% $86.54 $83.36 -3.72% Signal
2017-05-10 2017-11-27 Completed 33.33% $84.69 $85.86 1.33% Signal
2017-05-02 2017-08-23 Interest (FLOT) 33.33% $1.00 $1.00 0.49% Interest Income
2016-12-19 2017-07-10 Completed 33.33% $82.60 $84.95 2.79% Signal
2017-05-02 2017-05-10 Interest (FLOT) 33.33% $1.00 $1.00 0.00% Interest Income
2017-04-04 2017-05-01 Interest (BIL) 33.33% $1.00 $1.00 0.06% Interest Income
2017-04-04 2017-05-01 Interest (BIL) 33.33% $1.00 $1.00 0.06% Interest Income
2016-12-30 2017-04-03 Interest (FLOT) 33.33% $1.00 $1.00 0.33% Interest Income
2016-11-14 2017-04-03 Interest (FLOT) 33.33% $1.00 $1.01 0.55% Interest Income
2016-12-19 2016-12-30 Completed 33.33% $82.60 $83.18 0.65% Signal
2016-11-25 2016-12-19 Interest (FLOT) 33.33% $1.00 $1.00 -0.06% Interest Income
2016-11-25 2016-12-19 Interest (FLOT) 33.33% $1.00 $1.00 -0.06% Interest Income
2015-12-09 2016-11-25 Completed 33.33% $82.83 $83.68 0.97% Stop
2014-11-03 2016-11-25 Completed 33.33% $80.08 $83.68 4.44% Stop
2015-10-01 2016-11-14 Completed 33.33% $83.97 $84.47 0.54% Signal
2015-11-03 2015-12-09 Interest (FLOT) 33.33% $1.00 $1.00 0.19% Interest Income
2015-10-09 2015-11-02 Interest (SHV) 33.33% $1.00 $1.00 -0.06% Interest Income
2014-04-22 2015-10-09 Completed 33.33% $76.75 $83.53 8.78% Signal
2015-09-02 2015-10-01 Interest (SHV) 33.33% $1.00 $1.00 0.03% Interest Income
2015-08-04 2015-09-01 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2015-07-02 2015-08-03 Interest (SHV) 33.33% $1.00 $1.00 0.00% Interest Income
2015-06-24 2015-07-01 Interest (FLOT) 33.33% $1.00 $1.00 0.05% Interest Income
2013-12-12 2015-06-24 Completed 33.33% $75.47 $81.00 7.26% Signal
2014-10-02 2014-11-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.20% Interest Income
2014-09-03 2014-10-01 Interest (SHV) 33.33% $1.00 $1.00 0.00% Interest Income
2014-05-02 2014-09-02 Interest (FLOT) 33.33% $1.00 $1.00 0.23% Interest Income
2014-04-02 2014-05-01 Interest (SHV) 33.33% $1.00 $1.00 0.01% Interest Income
2014-04-02 2014-04-22 Interest (SHV) 33.33% $1.00 $1.00 0.00% Interest Income
2014-03-04 2014-04-01 Interest (FLOT) 33.33% $1.00 $1.00 0.02% Interest Income
2014-03-04 2014-04-01 Interest (FLOT) 33.33% $1.00 $1.00 0.02% Interest Income
2014-02-04 2014-03-03 Interest (SHV) 33.33% $1.00 $1.00 -0.03% Interest Income
2014-02-04 2014-03-03 Interest (SHV) 33.33% $1.00 $1.00 -0.03% Interest Income
2014-01-03 2014-02-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.06% Interest Income
2014-01-03 2014-02-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.06% Interest Income
2013-12-03 2014-01-02 Interest (BIL) 33.33% $1.00 $1.00 -0.02% Interest Income
2013-12-03 2014-01-02 Interest (BIL) 33.33% $1.00 $1.00 -0.02% Interest Income
2013-12-03 2013-12-12 Interest (BIL) 33.33% $1.00 $1.00 0.02% Interest Income
2013-11-07 2013-12-02 Interest (FLOT) 33.33% $1.00 $1.00 -0.08% Interest Income
2013-08-02 2013-12-02 Interest (FLOT) 33.33% $1.00 $1.00 0.08% Interest Income
2013-08-02 2013-12-02 Interest (FLOT) 33.33% $1.00 $1.00 0.08% Interest Income
2013-07-18 2013-11-07 Completed 33.33% $76.41 $76.51 0.08% Signal
2013-07-10 2013-08-01 Interest (SHV) 33.33% $1.00 $1.00 -0.01% Interest Income
2013-07-02 2013-08-01 Interest (SHV) 33.33% $1.00 $1.00 0.00% Interest Income
2013-07-02 2013-07-18 Interest (SHV) 33.33% $1.00 $1.00 0.01% Interest Income
2013-05-09 2013-07-10 Completed 33.33% $80.22 $75.37 -6.09% Signal
2013-06-25 2013-07-01 Interest (FLOT) 33.33% $1.00 $1.00 -0.10% Interest Income
2013-05-20 2013-07-01 Interest (FLOT) 33.33% $1.00 $1.00 -0.12% Interest Income
2011-01-07 2013-06-25 Completed 33.33% $65.86 $75.88 15.15% Stop
2011-08-01 2013-05-20 Completed 33.33% $70.62 $79.51 12.54% Signal
2013-02-22 2013-05-09 Interest (FLOT) 33.33% $1.00 $1.00 0.23% Interest Income
2011-05-23 2013-02-22 Completed 33.33% $68.50 $78.66 14.77% Signal
2011-04-11 2011-08-01 Interest (SHV) 33.33% $1.00 $1.00 -0.01% Interest Income
2011-04-04 2011-05-23 Interest (SHV) 33.33% $1.00 $1.00 -0.01% Interest Income
2011-01-07 2011-04-11 Completed 33.33% $65.86 $65.49 -0.63% Signal
2011-03-02 2011-04-01 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2011-01-14 2011-03-01 Interest (SHV) 33.33% $1.00 $1.00 0.02% Interest Income
2011-01-07 2011-01-14 Completed 33.33% $65.86 $66.59 1.05% Signal
2011-01-04 2011-01-07 Interest (SHV) 33.33% $1.00 $1.00 0.01% Interest Income
2011-01-04 2011-01-07 Interest (SHV) 33.33% $1.00 $1.00 0.01% Interest Income
2011-01-04 2011-01-07 Interest (SHV) 33.33% $1.00 $1.00 0.01% Interest Income
2010-12-15 2011-01-03 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2010-12-15 2011-01-03 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2010-12-15 2011-01-03 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2010-04-28 2010-12-15 Completed 33.33% $62.18 $65.51 5.30% Stop
2009-11-16 2010-12-15 Completed 33.33% $62.26 $65.51 5.16% Stop
2009-06-17 2010-12-15 Completed 33.33% $60.08 $65.51 8.98% Stop
2010-04-05 2010-04-28 Interest (BIL) 33.33% $1.00 $1.00 -0.04% Interest Income
2010-03-02 2010-04-01 Interest (SHV) 33.33% $1.00 $1.00 -0.04% Interest Income
2010-03-01 2010-03-01 Interest (BIL) 33.33% $1.00 $1.00 -0.04% Interest Income
2009-10-14 2010-03-01 Completed 33.33% $61.94 $62.28 0.48% Signal
2009-10-02 2009-11-16 Interest (SHV) 33.33% $1.00 $1.00 0.05% Interest Income
2009-10-02 2009-10-14 Interest (SHV) 33.33% $1.00 $1.00 -0.00% Interest Income
2009-09-09 2009-10-01 Interest (BIL) 33.33% $1.00 $1.00 -0.06% Interest Income
2009-07-02 2009-10-01 Interest (BIL) 33.33% $1.00 $1.00 -0.03% Interest Income
2009-06-17 2009-09-09 Completed 33.33% $60.08 $61.17 1.77% Signal
2009-06-02 2009-07-01 Interest (SHV) 33.33% $1.00 $1.00 -0.03% Interest Income
2009-06-02 2009-06-17 Interest (SHV) 33.33% $1.00 $1.00 -0.02% Interest Income
2009-06-02 2009-06-17 Interest (SHV) 33.33% $1.00 $1.00 -0.02% Interest Income
2009-05-26 2009-06-01 Interest (BIL) 33.33% $1.00 $1.00 -0.06% Interest Income
2009-05-26 2009-06-01 Interest (BIL) 33.33% $1.00 $1.00 -0.06% Interest Income
2009-05-26 2009-06-01 Interest (BIL) 33.33% $1.00 $1.00 -0.06% Interest Income
2008-09-23 2009-05-26 Completed 33.33% $57.84 $61.14 5.66% Stop
2007-08-22 2009-05-26 Completed 33.33% $51.60 $61.14 18.44% Stop
2006-07-17 2009-05-26 Completed 33.33% $47.63 $61.14 28.32% Stop
2008-09-03 2008-09-23 Interest (SHV) 33.33% $1.00 $1.00 0.24% Interest Income
2008-07-01 2008-09-02 Interest (BIL) 33.33% $1.00 $1.00 0.34% Interest Income
2007-08-22 2008-07-01 Completed 33.33% $51.60 $56.72 9.87% Signal
2007-06-18 2007-08-22 Interest (SHV) 33.33% $1.00 $1.01 1.26% Interest Income
2007-06-05 2007-08-22 Interest (SHV) 33.33% $1.00 $1.01 1.44% Interest Income
2006-07-17 2007-06-18 Completed 33.33% $47.63 $49.38 3.62% Signal
2007-05-16 2007-06-05 Completed 33.33% $50.70 $49.97 -1.48% Signal
2007-04-03 2007-05-16 Interest (SHV) 33.33% $1.00 $1.01 0.61% Interest Income
2007-03-13 2007-04-02 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2006-07-17 2007-03-13 Completed 33.33% $47.63 $50.93 6.88% Signal
2005-12-20 2006-07-17 Interest (CASH) 33.33% $1.00 $1.03 2.60% Interest Income
2005-11-21 2006-07-17 Interest (CASH) 33.33% $1.00 $1.03 2.91% Interest Income
2005-10-03 2006-07-17 Interest (CASH) 33.33% $1.00 $1.03 3.46% Interest Income
2004-07-26 2005-12-20 Completed 33.33% $45.78 $48.19 5.23% Signal
2005-08-26 2005-11-21 Completed 33.33% $48.63 $47.98 -1.38% Signal
2005-05-19 2005-10-03 Completed 33.33% $48.60 $48.24 -0.80% Signal
2005-08-01 2005-08-26 Interest (CASH) 33.33% $1.00 $1.00 0.26% Interest Income
2004-11-02 2005-08-01 Completed 33.33% $47.52 $48.10 1.16% Signal
2005-02-22 2005-05-19 Interest (CASH) 33.33% $1.00 $1.01 0.68% Interest Income
2004-09-13 2005-02-22 Completed 33.33% $47.08 $47.40 0.65% Signal
2004-09-08 2004-11-02 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2004-07-22 2004-09-13 Interest (CASH) 33.33% $1.00 $1.00 0.21% Interest Income
2004-07-26 2004-09-08 Completed 33.33% $45.78 $46.68 1.92% Signal
2004-07-22 2004-07-26 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2004-07-22 2004-07-26 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income

Next Steps: Portfolio Integration & Comparative Analysis

Single-ticker trend following is designed to truncate tail risk inside a broader portfolio. View where IEF ranks across 40+ tracked assets, evaluate correlation against non-correlated diversifiers, or model it inside a custom all-weather asset mix.

📊 View Full 40-Asset Backtest Matrix → 🛠️ Build Custom Portfolio with IEF → ⚖️ Compare IEF vs Non-Correlated Assets →