+63.9%
CSCO vs IEFA
+23.1%
+40.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.7% | +0.6% | -1.3% | -1.0% |
| 30D | -10.1% | +1.0% | -11.2% | -10.6% |
| 3M | -15.7% | +4.7% | -20.4% | -17.7% |
| 6M | +36.3% | +8.6% | +27.7% | +31.0% |
| YTD | +43.8% | +14.8% | +29.0% | +34.3% |
| 1Y | +63.9% | +22.6% | +41.3% | +49.3% |
| All | +63.9% | +23.1% | +40.8% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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