-8.4%
QXO vs IEF
+18.9%
-27.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.1% |
| 7D | -7.8% | -1.3% | -6.4% | -8.2% |
| 30D | -18.1% | -1.7% | -16.4% | -18.6% |
| 3M | -25.8% | -2.5% | -23.2% | -26.6% |
| 6M | -41.7% | -3.3% | -38.5% | -42.7% |
| YTD | -36.2% | -2.8% | -33.4% | -37.1% |
| 1Y | -42.1% | -2.7% | -39.4% | -43.0% |
| 3Y | -46.2% | +8.9% | -55.1% | -43.1% |
| 5Y | -70.7% | -9.4% | -61.3% | -70.7% |
| 10Y | +36.5% | +3.7% | +32.9% | +43.2% |
| All | -8.4% | +18.9% | -27.3% | -22.6% |
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