+335.7%
CSCO vs IAG
+384.2%
-48.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.1% | +6.4% | +1.4% |
| 7D | +6.6% | -2.1% | +8.6% | +6.6% |
| 30D | -11.3% | -6.2% | -5.2% | -11.2% |
| 3M | -17.3% | -5.1% | -12.2% | -17.3% |
| 6M | +3.5% | -10.0% | +13.5% | +3.6% |
| YTD | +34.9% | +3.9% | +30.9% | +34.1% |
| 1Y | +40.5% | +18.9% | +21.6% | +39.0% |
| 3Y | +109.3% | +651.8% | -542.5% | +93.9% |
| 5Y | +105.9% | +416.3% | -310.4% | +88.7% |
| All | +335.7% | +384.2% | -48.5% | +292.3% |
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