+82.1%
QLD vs IEF
-8.1%
+90.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | +7.0% | -2.0% | +9.0% | +8.0% |
| 30D | -14.3% | +0.7% | -15.0% | -14.8% |
| 3M | -16.0% | -2.5% | -13.5% | -15.0% |
| 6M | -14.2% | -2.6% | -11.7% | -13.1% |
| YTD | +12.8% | -3.2% | +16.0% | +14.6% |
| 1Y | +14.1% | -3.0% | +17.1% | +15.9% |
| 3Y | +146.0% | +10.5% | +135.4% | +129.3% |
| All | +82.1% | -8.1% | +90.2% | +48.2% |
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 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