+9,127.5%
QLD vs IEF
+95.2%
+9,032.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | +0.6% | -0.3% | +0.9% | +0.1% |
| 30D | -0.1% | -0.8% | +0.6% | -1.4% |
| 3M | -8.4% | -1.0% | -7.4% | -10.1% |
| 6M | +32.2% | -2.8% | +35.0% | +25.3% |
| YTD | +28.9% | -1.5% | +30.4% | +24.9% |
| 1Y | +43.8% | -0.4% | +44.3% | +41.9% |
| 3Y | +176.6% | +9.7% | +166.9% | +217.6% |
| 5Y | +121.6% | -8.3% | +129.9% | +59.5% |
| 10Y | +1,652.9% | +4.6% | +1,648.3% | +1,745.9% |
| All | +9,127.5% | +95.2% | +9,032.3% | +41,706.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling