-7.8%
IEF vs Z
-53.4%
+45.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.3% |
| 7D | -2.0% | +0.8% | -2.8% | -2.0% |
| 30D | +0.7% | +5.2% | -4.5% | +0.4% |
| 3M | -2.5% | -17.0% | +14.6% | -2.0% |
| 6M | -2.6% | -22.7% | +20.1% | -1.9% |
| YTD | -3.2% | -56.3% | +53.1% | -0.6% |
| 1Y | -3.0% | -57.7% | +54.6% | -0.4% |
| 3Y | +10.5% | -16.5% | +27.1% | +9.7% |
| All | -7.8% | -53.4% | +45.6% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling