+152.2%
QLD vs IEF
+11.1%
+141.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | +12.5% | -1.9% | +14.4% | +12.7% |
| 30D | -15.7% | +1.1% | -16.8% | -16.0% |
| 3M | -11.9% | -1.9% | -10.0% | -11.6% |
| 6M | -10.3% | -2.4% | -7.9% | -9.9% |
| YTD | +15.6% | -3.0% | +18.6% | +16.0% |
| 1Y | +12.1% | -3.1% | +15.3% | +12.5% |
| All | +152.2% | +11.1% | +141.1% | +134.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling