-6.8%
IEF vs ZCMD
-100.0%
+93.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.8% |
| 7D | -1.2% | -2.0% | +0.8% | -1.2% |
| 30D | -1.5% | -19.8% | +18.3% | -1.5% |
| 3M | -1.7% | -62.1% | +60.4% | -1.6% |
| 6M | -3.5% | -99.5% | +96.0% | -3.8% |
| YTD | -2.6% | -99.7% | +97.1% | -3.0% |
| 1Y | -2.4% | -99.9% | +97.5% | -2.8% |
| 3Y | +8.9% | -100.0% | +108.9% | +8.1% |
| 5Y | -9.2% | -100.0% | +90.7% | -9.9% |
| All | -6.8% | -100.0% | +93.2% | -9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling