+5.7%
IEF vs ZYBT
-58.9%
+64.6%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | -0.2% |
| 7D | -1.3% | -3.7% | +2.4% | -1.3% |
| 30D | -1.7% | 0.0% | -1.7% | -1.7% |
| 3M | -2.5% | +72.2% | -74.8% | -2.2% |
| 6M | -3.3% | +103.1% | -106.4% | -2.9% |
| YTD | -2.8% | +34.8% | -37.6% | -2.5% |
| 1Y | -2.7% | -83.2% | +80.4% | -2.4% |
| All | +5.7% | -58.9% | +64.6% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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