-48.0%
ZTS vs IEF
+10.9%
-58.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.2% |
| 7D | +5.6% | -2.0% | +7.5% | +7.3% |
| 30D | +12.1% | +0.7% | +11.4% | +11.5% |
| 3M | +11.3% | -2.5% | +13.8% | +13.4% |
| 6M | +14.3% | -2.6% | +16.9% | +16.6% |
| YTD | -31.9% | -3.2% | -28.7% | -30.0% |
| 1Y | -29.3% | -3.0% | -26.2% | -27.4% |
| 3Y | -48.0% | +10.5% | -58.6% | -49.0% |
| All | -48.0% | +10.9% | -58.9% | -49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling