+758.5%
CSCO vs IAU
+786.3%
-27.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.4% |
| 7D | -4.7% | +2.8% | -7.5% | -4.8% |
| 30D | -17.1% | -4.0% | -13.1% | -17.0% |
| 3M | -19.6% | -8.2% | -11.4% | -19.4% |
| 6M | +2.4% | -14.8% | +17.2% | +2.9% |
| YTD | +29.8% | -6.7% | +36.5% | +30.2% |
| 1Y | +38.7% | -2.2% | +40.9% | +39.0% |
| 3Y | +101.3% | +106.7% | -5.4% | +98.9% |
| 5Y | +94.8% | +114.8% | -20.0% | +92.1% |
| 10Y | +324.2% | +213.0% | +111.2% | +318.0% |
| All | +758.5% | +786.3% | -27.7% | +688.6% |
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