+308.5%
CSCO vs IEF
+7.3%
+301.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.2% | -6.1% | -6.3% |
| 7D | +1.9% | -2.0% | +3.9% | +0.8% |
| 30D | -15.8% | +0.7% | -16.5% | -15.5% |
| 3M | -15.4% | -2.5% | -12.9% | -16.5% |
| 6M | -5.4% | -2.6% | -2.8% | -6.7% |
| YTD | +26.5% | -3.2% | +29.7% | +24.4% |
| 1Y | +25.9% | -3.0% | +28.9% | +23.9% |
| 3Y | +97.5% | +10.5% | +87.0% | +110.2% |
| 5Y | +93.0% | -8.2% | +101.2% | +62.1% |
| All | +308.5% | +7.3% | +301.2% | +334.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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