+3.6%
IEF vs ZBRA
+435.2%
-431.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.2% |
| 7D | -1.3% | -3.4% | +2.1% | -1.4% |
| 30D | -1.7% | -7.4% | +5.7% | -1.8% |
| 3M | -2.5% | +57.5% | -60.0% | -2.1% |
| 6M | -3.3% | +64.0% | -67.2% | -2.7% |
| YTD | -2.8% | +44.3% | -47.1% | -2.4% |
| 1Y | -2.7% | +10.9% | -13.6% | -2.6% |
| 3Y | +8.9% | +37.5% | -28.6% | +9.5% |
| 5Y | -9.4% | -39.7% | +30.2% | -11.0% |
| All | +3.6% | +435.2% | -431.7% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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