+2,677.3%
CIEN vs IEFA
+211.8%
+2,465.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | +0.2% |
| 7D | -4.6% | -0.5% | -4.1% | -4.3% |
| 30D | -12.8% | -1.1% | -11.7% | -11.7% |
| 3M | -23.1% | +5.1% | -28.1% | -27.0% |
| 6M | +6.1% | +9.3% | -3.2% | -2.7% |
| YTD | +44.5% | +13.0% | +31.6% | +28.6% |
| 1Y | +176.6% | +19.2% | +157.5% | +134.0% |
| 3Y | +601.0% | +67.0% | +534.0% | +321.2% |
| 5Y | +509.1% | +51.1% | +458.0% | +305.5% |
| 10Y | +1,460.5% | +146.5% | +1,314.0% | +518.2% |
| All | +2,677.3% | +211.8% | +2,465.5% | +785.9% |
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 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