+377.3%
CSCO vs IAG
+401.0%
-23.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.2% |
| 7D | 0.0% | +1.7% | -1.7% | -0.1% |
| 30D | -10.7% | +11.4% | -22.2% | -11.1% |
| 3M | -8.7% | +33.0% | -41.8% | -9.8% |
| 6M | +44.9% | -6.0% | +50.9% | +44.7% |
| YTD | +44.1% | +24.6% | +19.6% | +42.5% |
| 1Y | +65.9% | +105.0% | -39.1% | +61.1% |
| 3Y | +109.0% | +837.9% | -728.9% | +92.3% |
| 5Y | +114.8% | +817.0% | -702.2% | +94.2% |
| 10Y | +377.3% | +425.3% | -48.0% | +330.2% |
| All | +377.3% | +401.0% | -23.6% | +330.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling