+25.9%
CSCO vs IEF
-3.1%
+29.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.2% | -6.1% | -6.3% |
| 7D | +1.9% | -2.0% | +3.9% | +0.9% |
| 30D | -15.8% | +0.7% | -16.5% | -15.9% |
| 3M | -15.4% | -2.5% | -12.9% | -15.9% |
| 6M | -5.4% | -2.6% | -2.8% | -5.9% |
| YTD | +26.5% | -3.2% | +29.7% | +24.9% |
| 1Y | +25.9% | -3.0% | +28.9% | +24.3% |
| All | +25.9% | -3.1% | +29.0% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling