+1,537.1%
SOXX vs IEFA
+148.3%
+1,388.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +0.4% |
| 7D | +1.4% | -1.6% | +3.0% | +3.6% |
| 30D | -3.6% | -1.5% | -2.1% | -1.5% |
| 3M | -10.2% | +3.4% | -13.6% | -13.7% |
| 6M | +54.2% | +9.5% | +44.8% | +38.1% |
| YTD | +75.2% | +13.0% | +62.2% | +50.2% |
| 1Y | +107.5% | +18.0% | +89.5% | +68.4% |
| 3Y | +226.8% | +65.4% | +161.4% | +70.3% |
| 5Y | +251.2% | +51.6% | +199.7% | +110.3% |
| All | +1,537.1% | +148.3% | +1,388.8% | +501.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling