-62.8%
ZTS vs IEF
-9.3%
-53.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.2% |
| 7D | -4.5% | -1.2% | -3.3% | -3.9% |
| 30D | -3.3% | -1.5% | -1.8% | -2.5% |
| 3M | -9.7% | -1.7% | -8.1% | -8.9% |
| 6M | -38.8% | -3.5% | -35.3% | -37.6% |
| YTD | -41.2% | -2.6% | -38.5% | -40.3% |
| 1Y | -50.3% | -2.4% | -47.9% | -49.6% |
| 3Y | -59.1% | +8.9% | -68.1% | -60.6% |
| 5Y | -62.8% | -9.2% | -53.5% | -62.7% |
| All | -62.8% | -9.3% | -53.4% | -62.7% |
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