-100.0%
SQQQ vs IEFA
+212.1%
-312.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | +0.2% |
| 7D | +1.8% | -1.6% | +3.4% | -2.5% |
| 30D | +4.2% | -1.5% | +5.6% | +0.3% |
| 3M | -3.3% | +3.4% | -6.7% | +9.7% |
| 6M | -43.6% | +9.5% | -53.1% | -20.9% |
| YTD | -41.9% | +13.0% | -54.9% | -9.7% |
| 1Y | -50.6% | +18.0% | -68.6% | -11.6% |
| 3Y | -89.3% | +65.4% | -154.7% | -35.8% |
| 5Y | -94.8% | +51.6% | -146.4% | -60.9% |
| 10Y | -100.0% | +146.7% | -246.7% | -98.0% |
| All | -100.0% | +212.1% | -312.1% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling