+478.6%
SOXL vs IEFA
+65.7%
+412.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.0% | +4.2% | +0.4% |
| 7D | +3.9% | -1.6% | +5.4% | +11.9% |
| 30D | -14.3% | -1.5% | -12.8% | -7.6% |
| 3M | -45.6% | +3.4% | -49.0% | -49.7% |
| 6M | +117.2% | +9.5% | +107.7% | +75.8% |
| YTD | +189.8% | +13.0% | +176.8% | +107.7% |
| 1Y | +317.7% | +18.0% | +299.7% | +160.4% |
| 3Y | +478.6% | +65.4% | +413.3% | +19.1% |
| All | +478.6% | +65.7% | +412.9% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling