+390.7%
ZS vs IEF
+10.8%
+379.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.6% |
| 7D | -9.2% | +0.1% | -9.3% | -9.2% |
| 30D | -4.0% | -0.7% | -3.3% | -3.8% |
| 3M | +25.3% | -0.4% | +25.7% | +25.5% |
| 6M | -1.3% | -2.5% | +1.2% | -0.5% |
| YTD | -28.0% | -1.6% | -26.4% | -27.7% |
| 1Y | -42.5% | -1.3% | -41.2% | -42.3% |
| 3Y | +0.7% | +10.1% | -9.4% | -3.4% |
| 5Y | -42.3% | -8.3% | -34.0% | -44.8% |
| All | +390.7% | +10.8% | +379.9% | +587.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling