+1,176.7%
CSCO vs IEF
+129.4%
+1,047.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -0.7% | -0.3% | -0.4% | -1.0% |
| 30D | -10.1% | -0.8% | -9.3% | -10.8% |
| 3M | -15.7% | -1.0% | -14.7% | -16.6% |
| 6M | +36.3% | -2.8% | +39.0% | +32.4% |
| YTD | +43.8% | -1.5% | +45.3% | +41.7% |
| 1Y | +63.9% | -0.4% | +64.4% | +63.4% |
| 3Y | +104.4% | +9.7% | +94.7% | +125.2% |
| 5Y | +111.4% | -8.3% | +119.7% | +83.1% |
| 10Y | +361.7% | +4.6% | +357.1% | +389.2% |
| All | +1,176.7% | +129.4% | +1,047.4% | +5,085.3% |
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 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