+37.5%
MTZ vs IEF
-1.5%
+39.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -1.8% |
| 7D | +2.3% | -0.3% | +2.6% | +2.8% |
| 30D | -10.3% | -0.6% | -9.7% | -9.6% |
| 3M | -31.8% | -1.0% | -30.8% | -30.5% |
| 6M | -19.2% | -3.1% | -16.1% | -16.0% |
| YTD | +10.7% | -1.9% | +12.6% | +15.0% |
| 1Y | +37.5% | -1.4% | +38.9% | +46.4% |
| All | +37.5% | -1.5% | +39.1% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 1y: compounded portfolio wealth divided by compounded IEF 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…
1y analysis · Full analysis span regression · 6 months rolling