+10.0%
IEF vs Z
-37.2%
+47.2%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.3% |
| 7D | -0.3% | -7.1% | +6.7% | 0.0% |
| 30D | -0.6% | -4.8% | +4.2% | -0.4% |
| 3M | -1.0% | -9.3% | +8.3% | -0.7% |
| 6M | -3.1% | -29.0% | +25.9% | -1.9% |
| YTD | -1.9% | -52.9% | +51.0% | +0.9% |
| 1Y | -1.4% | -63.1% | +61.8% | +2.5% |
| All | +10.0% | -37.2% | +47.2% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling