+69.1%
CSCO vs IEFA
+18.9%
+50.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.4% | +3.8% |
| 7D | +2.7% | -1.6% | +4.2% | +3.6% |
| 30D | -9.5% | -1.5% | -8.0% | -8.8% |
| 3M | -7.6% | +3.4% | -11.0% | -9.3% |
| 6M | +44.9% | +9.5% | +35.4% | +38.0% |
| YTD | +47.7% | +13.0% | +34.6% | +38.3% |
| 1Y | +69.1% | +18.0% | +51.1% | +53.1% |
| All | +69.1% | +18.9% | +50.2% | +53.1% |
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