+101.3%
CSCO vs IAG
+708.7%
-607.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.7% | +6.1% | -0.1% |
| 7D | -4.7% | +16.8% | -21.5% | -5.6% |
| 30D | -17.1% | -1.5% | -15.6% | -17.1% |
| 3M | -19.6% | +0.5% | -20.1% | -19.8% |
| 6M | +2.4% | -1.0% | +3.4% | +1.9% |
| YTD | +29.8% | +12.3% | +17.5% | +28.5% |
| 1Y | +38.7% | +39.2% | -0.6% | +35.9% |
| 3Y | +101.3% | +712.3% | -610.9% | +84.0% |
| All | +101.3% | +708.7% | -607.4% | +84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling