-9.5%
IEF vs ZBRA
-40.4%
+30.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.2% |
| 7D | -1.3% | -3.4% | +2.1% | -1.3% |
| 30D | -1.7% | -7.4% | +5.7% | -1.6% |
| 3M | -2.5% | +57.5% | -60.0% | -3.2% |
| 6M | -3.3% | +64.0% | -67.2% | -4.0% |
| YTD | -2.8% | +44.3% | -47.1% | -3.5% |
| 1Y | -2.7% | +10.9% | -13.6% | -3.0% |
| 3Y | +8.9% | +37.5% | -28.6% | +7.4% |
| All | -9.5% | -40.4% | +30.9% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling