+105.9%
CSCO vs IEF
-8.1%
+114.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.2% |
| 7D | +6.6% | -1.9% | +8.5% | +6.5% |
| 30D | -11.3% | +1.1% | -12.4% | -11.4% |
| 3M | -17.3% | -1.9% | -15.4% | -17.3% |
| 6M | +3.5% | -2.4% | +5.9% | +3.6% |
| YTD | +34.9% | -3.0% | +37.9% | +34.9% |
| 1Y | +40.5% | -3.1% | +43.6% | +40.5% |
| 3Y | +109.3% | +10.7% | +98.6% | +106.4% |
| 5Y | +105.9% | -8.0% | +113.9% | +94.0% |
| All | +105.9% | -8.1% | +114.0% | +94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling