+3.8%
IEF vs Z
-6.2%
+10.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.7% |
| 7D | -1.2% | -11.6% | +10.4% | -1.0% |
| 30D | -1.5% | -8.5% | +7.0% | -1.4% |
| 3M | -1.7% | -7.9% | +6.2% | -1.6% |
| 6M | -3.5% | -29.1% | +25.6% | -3.2% |
| YTD | -2.6% | -54.2% | +51.6% | -1.8% |
| 1Y | -2.4% | -63.5% | +61.2% | -1.3% |
| 3Y | +8.9% | -38.6% | +47.5% | +9.2% |
| 5Y | -9.2% | -66.0% | +56.7% | -9.6% |
| All | +3.8% | -6.2% | +10.0% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling