+4,642.7%
QLD vs IEFA
+206.4%
+4,436.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.0% | +3.8% | +1.1% |
| 7D | -1.4% | +1.1% | -2.5% | -2.9% |
| 30D | -19.6% | +1.2% | -20.8% | -20.9% |
| 3M | -14.1% | -3.4% | -10.8% | -7.8% |
| 6M | -13.6% | +2.0% | -15.7% | -15.2% |
| YTD | +12.5% | +11.0% | +1.6% | -5.8% |
| 1Y | +13.1% | +15.2% | -2.1% | -11.6% |
| 3Y | +154.7% | +68.4% | +86.3% | +0.8% |
| 5Y | +81.1% | +48.4% | +32.7% | -1.0% |
| 10Y | +1,418.0% | +146.4% | +1,271.6% | +305.7% |
| All | +4,642.7% | +206.4% | +4,436.3% | +750.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling