-31.6%
ZS vs IEF
-1.9%
-29.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -12.3% | +0.9% | -13.2% | -12.3% |
| 30D | +11.2% | +3.1% | +8.1% | +10.6% |
| 3M | +37.5% | -1.4% | +38.9% | +38.8% |
| 6M | +57.8% | -1.6% | +59.4% | +58.7% |
| YTD | -0.2% | -2.1% | +1.9% | -2.1% |
| 1Y | -31.6% | -2.0% | -29.6% | -33.3% |
| All | -31.6% | -1.9% | -29.7% | -33.3% |
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