+41.9%
QLD vs IEF
-1.2%
+43.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | 0.0% |
| 7D | +3.0% | +0.1% | +2.9% | +2.8% |
| 30D | -1.8% | -0.7% | -1.1% | -0.4% |
| 3M | -1.8% | -0.4% | -1.4% | -0.9% |
| 6M | +36.9% | -2.5% | +39.4% | +38.4% |
| YTD | +28.7% | -1.6% | +30.3% | +31.5% |
| 1Y | +41.9% | -1.3% | +43.2% | +51.1% |
| All | +41.9% | -1.2% | +43.1% | +51.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling