-100.0%
SOXS vs IEFA
+50.2%
-150.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.6% | -0.8% |
| 7D | -4.7% | -1.6% | -3.2% | -11.5% |
| 30D | +7.7% | -1.5% | +9.2% | +1.0% |
| 3M | -10.2% | +3.4% | -13.6% | +18.2% |
| 6M | -99.2% | +9.5% | -108.7% | -97.0% |
| YTD | -99.5% | +13.0% | -112.6% | -97.8% |
| 1Y | -99.8% | +18.0% | -117.8% | -98.6% |
| 3Y | -100.0% | +65.4% | -165.3% | -99.1% |
| All | -100.0% | +50.2% | -150.2% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling