+55.7%
ZTS vs IEF
+3.8%
+52.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -3.7% | -1.3% | -2.4% | -3.6% |
| 30D | -0.8% | -1.7% | +1.0% | -0.6% |
| 3M | -9.7% | -2.5% | -7.2% | -9.5% |
| 6M | -38.4% | -3.3% | -35.1% | -38.2% |
| YTD | -41.1% | -2.8% | -38.3% | -40.9% |
| 1Y | -50.6% | -2.7% | -47.9% | -50.5% |
| 3Y | -59.1% | +8.9% | -68.1% | -59.0% |
| 5Y | -62.7% | -9.4% | -53.3% | -66.5% |
| All | +55.7% | +3.8% | +52.0% | +61.2% |
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