-11.4%
IEF vs QS
-47.0%
+35.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.6% | +6.3% | -0.3% |
| 7D | -0.3% | -4.2% | +3.9% | -0.3% |
| 30D | -0.6% | -15.7% | +15.1% | -0.5% |
| 3M | -1.0% | -28.7% | +27.7% | -0.9% |
| 6M | -3.1% | -23.2% | +20.2% | -3.0% |
| YTD | -1.9% | -49.9% | +48.0% | -1.7% |
| 1Y | -1.4% | -38.8% | +37.4% | -1.3% |
| 3Y | +9.8% | -24.0% | +33.8% | +9.5% |
| 5Y | -8.8% | -75.6% | +66.8% | -9.2% |
| All | -11.4% | -47.0% | +35.6% | -11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling