+91.3%
QQQ vs IEF
+9.2%
+82.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -1.3% | -1.2% | -0.1% | -1.0% |
| 30D | -1.4% | -1.5% | +0.1% | -1.1% |
| 3M | +2.3% | -1.7% | +3.9% | +2.6% |
| 6M | +16.9% | -3.5% | +20.4% | +17.3% |
| YTD | +15.6% | -2.6% | +18.3% | +16.0% |
| 1Y | +22.6% | -2.4% | +25.0% | +23.1% |
| All | +91.3% | +9.2% | +82.1% | +83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling