+108.4%
CSCO vs IEF
+10.0%
+98.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | 0.0% | -0.3% | +0.3% | -0.1% |
| 30D | -10.7% | -0.6% | -10.1% | -10.8% |
| 3M | -8.7% | -1.0% | -7.7% | -8.9% |
| 6M | +44.9% | -3.1% | +48.0% | +44.2% |
| YTD | +44.1% | -1.9% | +46.0% | +43.7% |
| 1Y | +65.9% | -1.4% | +67.2% | +65.5% |
| All | +108.4% | +10.0% | +98.4% | +109.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling