+1,418.0%
QLD vs IEFA
+147.9%
+1,270.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.0% | +3.8% | +0.7% |
| 7D | -1.4% | +1.1% | -2.5% | -3.0% |
| 30D | -19.6% | +1.2% | -20.8% | -21.0% |
| 3M | -14.1% | -3.4% | -10.8% | -7.4% |
| 6M | -13.6% | +2.0% | -15.7% | -15.4% |
| YTD | +12.5% | +11.0% | +1.6% | -7.2% |
| 1Y | +13.1% | +15.2% | -2.1% | -13.3% |
| 3Y | +154.7% | +68.4% | +86.3% | -6.5% |
| 5Y | +81.1% | +48.4% | +32.7% | -6.3% |
| 10Y | +1,418.0% | +146.4% | +1,271.6% | +283.1% |
| All | +1,418.0% | +147.9% | +1,270.1% | +283.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 10y: compounded portfolio wealth divided by compounded IEFA 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…
10y analysis · Full analysis span regression · 6 months rolling