+1,500.5%
CIEN vs IEFA
+148.3%
+1,352.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.0% | +3.5% | +3.3% |
| 7D | +8.9% | -1.6% | +10.5% | +10.8% |
| 30D | -19.1% | -1.5% | -17.6% | -17.7% |
| 3M | -21.5% | +3.4% | -24.9% | -24.2% |
| 6M | +2.8% | +9.5% | -6.7% | -6.0% |
| YTD | +49.5% | +13.0% | +36.4% | +32.6% |
| 1Y | +163.8% | +18.0% | +145.8% | +125.0% |
| 3Y | +615.8% | +65.4% | +550.5% | +333.6% |
| 5Y | +548.4% | +51.6% | +496.8% | +328.1% |
| All | +1,500.5% | +148.3% | +1,352.1% | +508.0% |
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