+114.0%
CSCO vs IAG
+766.8%
-652.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.1% |
| 7D | -0.5% | +4.3% | -4.8% | -0.7% |
| 30D | -10.1% | +9.8% | -19.9% | -10.6% |
| 3M | -11.7% | +28.9% | -40.6% | -13.1% |
| 6M | +40.1% | -7.6% | +47.7% | +40.0% |
| YTD | +43.8% | +22.0% | +21.8% | +41.8% |
| 1Y | +66.6% | +99.5% | -32.9% | +60.4% |
| 3Y | +108.5% | +818.3% | -709.8% | +86.0% |
| 5Y | +114.0% | +785.9% | -671.9% | +82.8% |
| All | +114.0% | +766.8% | -652.9% | +82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling