-9.5%
IEF vs ZBH
-28.6%
+19.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.2% |
| 7D | -1.3% | -4.7% | +3.3% | -1.2% |
| 30D | -1.7% | -4.5% | +2.7% | -1.6% |
| 3M | -2.5% | +7.6% | -10.1% | -2.8% |
| 6M | -3.3% | +0.3% | -3.5% | -3.3% |
| YTD | -2.8% | +4.5% | -7.4% | -3.1% |
| 1Y | -2.7% | -9.4% | +6.7% | -2.6% |
| 3Y | +8.9% | -21.5% | +30.4% | +9.4% |
| All | -9.5% | -28.6% | +19.1% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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