+67.2%
QLD vs IEF
-7.4%
+74.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.7% | +2.6% |
| 7D | -10.3% | +0.1% | -10.4% | -10.3% |
| 30D | -26.1% | +3.1% | -29.1% | -27.3% |
| 3M | -17.8% | -0.5% | -17.3% | -17.6% |
| 6M | -15.6% | -1.6% | -13.9% | -14.8% |
| YTD | +5.4% | -1.6% | +7.0% | +6.3% |
| 1Y | +5.2% | -1.5% | +6.7% | +6.1% |
| 3Y | +139.4% | +12.4% | +127.0% | +121.3% |
| All | +67.2% | -7.4% | +74.5% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling