+720.9%
CSCO vs IAU
+793.8%
-72.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.1% | -1.9% |
| 7D | -10.2% | +4.7% | -14.9% | -10.4% |
| 30D | -20.1% | -0.9% | -19.2% | -20.0% |
| 3M | -22.1% | -4.4% | -17.7% | -21.9% |
| 6M | +3.2% | -13.5% | +16.7% | +3.7% |
| YTD | +24.1% | -5.9% | +30.0% | +24.5% |
| 1Y | +34.6% | +1.9% | +32.7% | +34.7% |
| 3Y | +90.0% | +104.1% | -14.1% | +87.7% |
| 5Y | +88.6% | +121.0% | -32.4% | +85.8% |
| 10Y | +316.5% | +204.1% | +112.4% | +310.4% |
| All | +720.9% | +793.8% | -72.8% | +653.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 all: compounded portfolio wealth divided by compounded IAU 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…
all analysis · Full analysis span regression · 6 months rolling