+104.6%
CSCO vs IEFA
+64.1%
+40.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.2% |
| 7D | -1.1% | -2.4% | +1.3% | +0.4% |
| 30D | -10.8% | -2.1% | -8.7% | -9.6% |
| 3M | -9.2% | +5.5% | -14.8% | -12.3% |
| 6M | +39.5% | +8.1% | +31.4% | +32.4% |
| YTD | +41.5% | +11.9% | +29.6% | +31.3% |
| 1Y | +61.0% | +18.1% | +42.9% | +44.0% |
| All | +104.6% | +64.1% | +40.5% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling