+850.3%
CSCO vs IEFA
+215.2%
+635.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.4% |
| 7D | -0.5% | +1.2% | -1.7% | -1.5% |
| 30D | -10.1% | -0.6% | -9.5% | -9.7% |
| 3M | -11.7% | +6.2% | -18.0% | -16.0% |
| 6M | +40.1% | +11.2% | +28.9% | +27.9% |
| YTD | +43.8% | +14.2% | +29.6% | +28.4% |
| 1Y | +66.6% | +20.0% | +46.6% | +42.7% |
| 3Y | +108.5% | +68.8% | +39.7% | +33.4% |
| 5Y | +114.0% | +52.7% | +61.3% | +47.7% |
| 10Y | +366.8% | +144.2% | +222.6% | +116.6% |
| All | +850.3% | +215.2% | +635.1% | +264.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling