+166.5%
ZTS vs IEF
+17.1%
+149.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -4.8% | +0.1% | -4.8% | -4.8% |
| 30D | +1.2% | -0.7% | +2.0% | +1.2% |
| 3M | -6.0% | -0.4% | -5.6% | -6.1% |
| 6M | -38.7% | -2.5% | -36.2% | -38.9% |
| YTD | -40.6% | -1.6% | -39.0% | -40.7% |
| 1Y | -50.6% | -1.3% | -49.3% | -50.7% |
| 3Y | -58.7% | +10.1% | -68.8% | -57.9% |
| 5Y | -62.8% | -8.3% | -54.5% | -66.4% |
| 10Y | +56.2% | +4.5% | +51.7% | +55.4% |
| All | +166.5% | +17.1% | +149.4% | +188.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling