-2.3%
IEF vs Q
+78.4%
-80.7%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.3% |
| 7D | -0.3% | +6.6% | -6.9% | -0.4% |
| 30D | -0.6% | -6.6% | +6.0% | -0.5% |
| 3M | -1.0% | -13.2% | +12.2% | -0.9% |
| 6M | -3.1% | +9.9% | -13.0% | -3.3% |
| YTD | -1.9% | +53.9% | -55.8% | -2.2% |
| All | -2.3% | +78.4% | -80.7% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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