+93.4%
IEF vs QID
-100.0%
+193.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +0.1% | -2.7% | +2.8% | +0.2% |
| 30D | -0.7% | +1.8% | -2.5% | -0.8% |
| 3M | -0.4% | -2.2% | +1.7% | -0.5% |
| 6M | -2.5% | -32.1% | +29.6% | -1.2% |
| YTD | -1.6% | -28.6% | +27.0% | -0.5% |
| 1Y | -1.3% | -36.3% | +35.0% | +0.2% |
| 3Y | +10.1% | -74.4% | +84.5% | +15.2% |
| 5Y | -8.3% | -80.8% | +72.5% | -4.6% |
| 10Y | +4.5% | -99.1% | +103.6% | +28.5% |
| All | +93.4% | -100.0% | +193.4% | +177.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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