-58.7%
ZTS vs IEF
-8.1%
-50.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +5.6% | -2.0% | +7.5% | +6.8% |
| 30D | +12.1% | +0.7% | +11.4% | +11.7% |
| 3M | +11.3% | -2.5% | +13.8% | +12.8% |
| 6M | +14.3% | -2.6% | +16.9% | +15.9% |
| YTD | -31.9% | -3.2% | -28.7% | -30.6% |
| 1Y | -29.3% | -3.0% | -26.2% | -28.0% |
| 3Y | -48.0% | +10.5% | -58.6% | -50.2% |
| All | -58.7% | -8.1% | -50.6% | -58.7% |
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