How can I change the z-value, or just send to back or to front the objects in Interface Builder?
i.e. I would like to move to front the “Label” in this View:

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You need to reorder then in Interface Builder. It seems like you’re using Xcode 4. So, first, click on the arrow in the bottom left corner of IB to expand the side panel:
Next, click and drag the views that you’d like to rearrange.
The lower an item is on the list from the top of the list, the higher its “z-index”.