+2,876.9%
TQQQ vs IEFA
+148.3%
+2,728.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | -0.4% |
| 7D | -1.9% | -1.6% | -0.4% | +2.7% |
| 30D | -4.9% | -1.5% | -3.4% | -0.4% |
| 3M | -6.4% | +3.4% | -9.8% | -13.5% |
| 6M | +44.4% | +9.5% | +34.9% | +15.0% |
| YTD | +35.2% | +13.0% | +22.1% | -2.3% |
| 1Y | +49.5% | +18.0% | +31.5% | -3.7% |
| 3Y | +250.7% | +65.4% | +185.4% | -7.9% |
| 5Y | +104.7% | +51.6% | +53.1% | -10.8% |
| All | +2,876.9% | +148.3% | +2,728.6% | +478.0% |
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