+398.6%
ZS vs IEF
+9.4%
+389.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -3.1% | -1.3% | -1.8% | -2.7% |
| 30D | -7.2% | -1.7% | -5.5% | -6.7% |
| 3M | +30.5% | -2.5% | +33.0% | +31.5% |
| 6M | +7.0% | -3.3% | +10.2% | +8.1% |
| YTD | -26.8% | -2.8% | -24.0% | -26.2% |
| 1Y | -42.6% | -2.7% | -39.9% | -42.1% |
| 3Y | -0.3% | +8.9% | -9.2% | -4.0% |
| 5Y | -39.2% | -9.4% | -29.8% | -41.6% |
| All | +398.6% | +9.4% | +389.2% | +601.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling