-10.0%
MTZ vs IEF
-2.3%
-7.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.5% | -3.4% |
| 7D | -8.7% | -0.2% | -8.5% | -8.7% |
| 30D | -15.0% | +1.8% | -16.8% | -18.0% |
| 3M | -32.6% | -1.2% | -31.4% | -30.6% |
| 6M | -56.3% | -2.5% | -53.8% | -53.3% |
| YTD | -16.8% | -2.5% | -14.3% | -11.0% |
| 1Y | -10.0% | -2.3% | -7.8% | -4.3% |
| All | -10.0% | -2.3% | -7.7% | -4.3% |
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