+1,097.3%
CSCO vs IEF
+125.8%
+971.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +0.4% |
| 7D | +6.6% | -1.9% | +8.5% | +4.5% |
| 30D | -11.3% | +1.1% | -12.4% | -10.3% |
| 3M | -17.3% | -1.9% | -15.4% | -18.9% |
| 6M | +3.5% | -2.4% | +5.9% | +1.1% |
| YTD | +34.9% | -3.0% | +37.9% | +31.0% |
| 1Y | +40.5% | -3.1% | +43.6% | +36.3% |
| 3Y | +109.3% | +10.7% | +98.6% | +133.8% |
| 5Y | +105.9% | -8.0% | +113.9% | +80.5% |
| 10Y | +335.8% | +6.9% | +328.9% | +377.9% |
| All | +1,097.3% | +125.8% | +971.5% | +4,691.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling