-2.0%
IEF vs QS
-71.4%
+69.4%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.5% | -7.0% | +0.4% |
| 7D | +0.9% | +4.5% | -3.6% | +0.8% |
| 30D | +3.1% | -4.1% | +7.2% | +3.1% |
| 3M | -1.4% | -22.1% | +20.8% | -1.1% |
| 6M | -1.6% | -38.4% | +36.8% | -1.0% |
| YTD | -2.1% | -57.5% | +55.4% | -1.9% |
| 1Y | -2.0% | -71.3% | +69.3% | -2.2% |
| All | -2.0% | -71.4% | +69.4% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling