+10.0%
IEF vs ZM
+34.4%
-24.4%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -0.3% | +0.3% | -0.6% | -0.3% |
| 30D | -0.6% | -10.3% | +9.7% | -0.5% |
| 3M | -1.0% | -0.7% | -0.3% | -1.0% |
| 6M | -3.1% | +24.8% | -27.9% | -3.2% |
| YTD | -1.9% | +11.5% | -13.3% | -2.0% |
| 1Y | -1.4% | +12.3% | -13.7% | -1.5% |
| All | +10.0% | +34.4% | -24.4% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 3y: compounded portfolio wealth divided by compounded ZM 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…
3y analysis · Full analysis span regression · 6 months rolling