+3,396.8%
QQQ vs IEF
+128.5%
+3,268.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.5% |
| 7D | +1.0% | -0.3% | +1.3% | +0.7% |
| 30D | -0.6% | -0.6% | -0.1% | -1.1% |
| 3M | +1.3% | -1.0% | +2.3% | +0.4% |
| 6M | +18.1% | -3.1% | +21.2% | +14.8% |
| YTD | +16.9% | -1.9% | +18.7% | +14.8% |
| 1Y | +24.0% | -1.4% | +25.3% | +22.4% |
| 3Y | +95.6% | +9.8% | +85.8% | +112.1% |
| 5Y | +94.5% | -8.8% | +103.3% | +68.7% |
| 10Y | +571.7% | +4.7% | +567.0% | +600.6% |
| All | +3,396.8% | +128.5% | +3,268.4% | +12,948.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling