+205.7%
ZTS vs IEF
+15.2%
+190.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +5.6% | -2.0% | +7.5% | +5.4% |
| 30D | +12.1% | +0.7% | +11.4% | +12.1% |
| 3M | +11.3% | -2.5% | +13.8% | +11.0% |
| 6M | +14.3% | -2.6% | +16.9% | +14.0% |
| YTD | -31.9% | -3.2% | -28.7% | -32.1% |
| 1Y | -29.3% | -3.0% | -26.2% | -29.5% |
| 3Y | -48.0% | +10.5% | -58.6% | -46.8% |
| 5Y | -58.9% | -8.2% | -50.7% | -62.4% |
| 10Y | +81.7% | +6.7% | +74.9% | +85.3% |
| All | +205.7% | +15.2% | +190.5% | +230.0% |
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 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