+52.4%
IEFA vs SOXQ
+286.7%
-234.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.5% |
| 7D | -1.6% | +0.8% | -2.3% | -1.8% |
| 30D | -1.5% | -4.6% | +3.1% | -0.3% |
| 3M | +3.4% | -10.2% | +13.6% | +5.5% |
| 6M | +9.5% | +49.7% | -40.2% | -5.1% |
| YTD | +13.0% | +67.2% | -54.2% | -5.5% |
| 1Y | +18.0% | +98.0% | -80.0% | -6.8% |
| 3Y | +65.4% | +237.2% | -171.8% | +4.8% |
| 5Y | +51.6% | +261.3% | -209.7% | -10.6% |
| All | +52.4% | +286.7% | -234.3% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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