+11.5%
IEF vs Z
+25.1%
-13.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | 0.0% |
| 7D | -0.3% | -3.0% | +2.7% | -0.3% |
| 30D | -0.8% | -4.2% | +3.4% | -0.8% |
| 3M | -1.0% | -3.7% | +2.7% | -1.0% |
| 6M | -2.8% | -24.5% | +21.8% | -2.5% |
| YTD | -1.5% | -49.3% | +47.8% | -0.9% |
| 1Y | -0.4% | -58.7% | +58.3% | +0.3% |
| 3Y | +9.7% | -34.1% | +43.8% | +9.8% |
| 5Y | -8.3% | -64.5% | +56.2% | -8.8% |
| 10Y | +4.6% | -0.5% | +5.1% | +7.0% |
| All | +11.5% | +25.1% | -13.6% | +14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling