+174.6%
ZTS vs IEF
+17.2%
+157.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.0% | -0.3% | -1.7% | -2.0% |
| 30D | +1.9% | -0.8% | +2.7% | +1.8% |
| 3M | -4.0% | -1.0% | -3.0% | -4.1% |
| 6M | -39.1% | -2.8% | -36.4% | -39.3% |
| YTD | -38.8% | -1.5% | -37.3% | -38.9% |
| 1Y | -49.6% | -0.4% | -49.1% | -49.6% |
| 3Y | -59.0% | +9.7% | -68.6% | -58.2% |
| 5Y | -61.8% | -8.3% | -53.4% | -65.5% |
| 10Y | +61.4% | +4.6% | +56.8% | +60.7% |
| All | +174.6% | +17.2% | +157.4% | +196.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling