+55.9%
SOXL vs IEFA
+17.0%
+38.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.5% | -11.3% | -21.4% |
| 7D | -37.9% | +1.9% | -39.8% | -44.4% |
| 30D | -59.4% | +1.4% | -60.8% | -62.1% |
| 3M | -52.3% | -1.4% | -50.9% | -47.7% |
| 6M | -47.7% | +6.3% | -54.0% | -51.9% |
| YTD | +58.8% | +11.9% | +46.9% | +11.3% |
| 1Y | +55.9% | +17.0% | +38.9% | -12.5% |
| All | +55.9% | +17.0% | +38.9% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 1y: compounded portfolio wealth divided by compounded IEFA 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…
1y analysis · Full analysis span regression · 6 months rolling