-3.8%
MTZ vs IEF
-3.1%
-0.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.0% |
| 7D | +5.0% | -2.0% | +7.0% | +7.5% |
| 30D | -6.0% | +0.7% | -6.7% | -8.0% |
| 3M | -36.1% | -2.5% | -33.6% | -32.6% |
| 6M | -56.9% | -2.6% | -54.3% | -54.2% |
| YTD | -15.9% | -3.2% | -12.7% | -9.2% |
| 1Y | -3.8% | -3.0% | -0.8% | +3.4% |
| All | -3.8% | -3.1% | -0.8% | +3.4% |
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