+379.9%
CSCO vs IEF
+3.8%
+376.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.3% |
| 7D | +2.7% | -1.3% | +4.0% | +1.9% |
| 30D | -9.5% | -1.7% | -7.7% | -10.3% |
| 3M | -7.6% | -2.5% | -5.1% | -8.9% |
| 6M | +44.9% | -3.3% | +48.1% | +42.3% |
| YTD | +47.7% | -2.8% | +50.5% | +45.5% |
| 1Y | +69.1% | -2.7% | +71.8% | +66.7% |
| 3Y | +113.5% | +8.9% | +104.6% | +124.6% |
| 5Y | +122.8% | -9.4% | +132.2% | +82.7% |
| All | +379.9% | +3.8% | +376.2% | +391.5% |
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