+1,728.6%
QLD vs IEFA
+143.5%
+1,585.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | +1.5% |
| 7D | +1.9% | -0.5% | +2.4% | +2.8% |
| 30D | -1.8% | -1.1% | -0.7% | +0.4% |
| 3M | -0.1% | +5.1% | -5.2% | -8.6% |
| 6M | +32.6% | +9.3% | +23.2% | +12.4% |
| YTD | +27.9% | +13.0% | +15.0% | +1.2% |
| 1Y | +40.3% | +19.2% | +21.1% | +0.1% |
| 3Y | +182.5% | +67.0% | +115.5% | +5.3% |
| 5Y | +122.5% | +51.1% | +71.4% | +10.7% |
| 10Y | +1,728.6% | +146.5% | +1,582.1% | +343.6% |
| All | +1,728.6% | +143.5% | +1,585.1% | +343.6% |
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