+379.9%
CSCO vs IEFA
+148.3%
+231.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.4% | +3.5% |
| 7D | +2.7% | -1.6% | +4.2% | +4.0% |
| 30D | -9.5% | -1.5% | -8.0% | -8.4% |
| 3M | -7.6% | +3.4% | -11.0% | -10.2% |
| 6M | +44.9% | +9.5% | +35.4% | +33.7% |
| YTD | +47.7% | +13.0% | +34.6% | +32.5% |
| 1Y | +69.1% | +18.0% | +51.1% | +46.3% |
| 3Y | +113.5% | +65.4% | +48.2% | +36.7% |
| 5Y | +122.8% | +51.6% | +71.2% | +53.2% |
| All | +379.9% | +148.3% | +231.6% | +125.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling