-12.3%
IEF vs QS
-46.4%
+34.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.2% |
| 7D | -1.3% | -3.6% | +2.3% | -1.3% |
| 30D | -1.7% | -17.2% | +15.5% | -1.7% |
| 3M | -2.5% | -27.0% | +24.4% | -2.4% |
| 6M | -3.3% | -24.6% | +21.3% | -3.2% |
| YTD | -2.8% | -49.3% | +46.5% | -2.7% |
| 1Y | -2.7% | -40.3% | +37.6% | -2.7% |
| 3Y | +8.9% | -23.8% | +32.7% | +8.6% |
| 5Y | -9.4% | -75.0% | +65.5% | -9.8% |
| All | -12.3% | -46.4% | +34.1% | -12.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling