+95.7%
QQQ vs IEF
-9.5%
+105.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -0.6% | -1.3% | +0.8% | -0.2% |
| 30D | -1.2% | -1.7% | +0.5% | -0.8% |
| 3M | -0.2% | -2.5% | +2.3% | +0.5% |
| 6M | +17.9% | -3.3% | +21.2% | +18.9% |
| YTD | +16.6% | -2.8% | +19.5% | +17.5% |
| 1Y | +23.0% | -2.7% | +25.7% | +23.9% |
| 3Y | +92.9% | +8.9% | +84.0% | +87.4% |
| All | +95.7% | -9.5% | +105.2% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling