+45.9%
CSCO vs IAG
+56.5%
-10.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.2% | -9.6% | -0.2% |
| 7D | -6.1% | +1.1% | -7.2% | -6.2% |
| 30D | -8.2% | -5.3% | -2.9% | -7.9% |
| 3M | -14.6% | +18.0% | -32.6% | -15.9% |
| 6M | +12.7% | +7.1% | +5.6% | +11.2% |
| YTD | +37.0% | +5.9% | +31.1% | +39.1% |
| 1Y | +45.9% | +59.4% | -13.5% | +46.0% |
| All | +45.9% | +56.5% | -10.6% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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