-9.5%
IEF vs ZCMD
-100.0%
+90.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.1% | +6.9% | -0.2% |
| 7D | -1.3% | -5.4% | +4.1% | -1.3% |
| 30D | -1.7% | -24.8% | +23.0% | -1.8% |
| 3M | -2.5% | -62.8% | +60.3% | -2.5% |
| 6M | -3.3% | -99.5% | +96.3% | -3.5% |
| YTD | -2.8% | -99.8% | +96.9% | -3.1% |
| 1Y | -2.7% | -99.9% | +97.2% | -3.1% |
| 3Y | +8.9% | -100.0% | +108.9% | +8.0% |
| All | -9.5% | -100.0% | +90.5% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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