-39.6%
ZS vs IEF
-9.3%
-30.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.2% |
| 7D | -8.1% | -1.2% | -6.9% | -7.5% |
| 30D | -8.4% | -1.5% | -7.0% | -7.8% |
| 3M | +31.1% | -1.7% | +32.7% | +32.1% |
| 6M | +4.4% | -3.5% | +7.9% | +6.1% |
| YTD | -27.3% | -2.6% | -24.7% | -26.5% |
| 1Y | -41.4% | -2.4% | -39.0% | -40.8% |
| 3Y | +1.7% | +8.9% | -7.2% | -4.4% |
| 5Y | -39.6% | -9.2% | -30.3% | -38.8% |
| All | -39.6% | -9.3% | -30.3% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling