+112.1%
SOXL vs IEFA
+7.6%
+104.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.9% | -7.1% | -3.0% |
| 7D | +8.5% | -2.4% | +10.9% | +23.7% |
| 30D | -13.0% | -2.1% | -10.9% | -2.0% |
| 3M | -35.9% | +5.5% | -41.5% | -45.8% |
| 6M | +112.1% | +8.1% | +103.9% | +86.9% |
| All | +112.1% | +7.6% | +104.5% | +86.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling