+1,646.5%
QLD vs IEF
+4.2%
+1,642.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | -1.8% | -0.7% | -1.1% | -2.1% |
| 3M | -1.8% | -0.4% | -1.4% | -2.0% |
| 6M | +36.9% | -2.5% | +39.4% | +34.9% |
| YTD | +28.7% | -1.6% | +30.3% | +27.5% |
| 1Y | +41.9% | -1.3% | +43.2% | +40.8% |
| 3Y | +184.2% | +10.1% | +174.1% | +197.8% |
| 5Y | +122.1% | -8.3% | +130.4% | +59.9% |
| 10Y | +1,646.5% | +4.5% | +1,642.0% | +1,836.2% |
| All | +1,646.5% | +4.2% | +1,642.3% | +1,836.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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