+306.4%
CSCO vs IBB
+156.3%
+150.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.8% |
| 7D | -10.2% | -1.8% | -8.4% | -9.3% |
| 30D | -20.1% | +5.1% | -25.1% | -22.0% |
| 3M | -22.1% | +10.7% | -32.8% | -26.4% |
| 6M | +3.2% | +22.9% | -19.7% | -8.2% |
| YTD | +24.1% | +26.7% | -2.6% | +8.1% |
| 1Y | +34.6% | +35.1% | -0.6% | +13.0% |
| 3Y | +90.0% | +80.2% | +9.8% | +33.5% |
| 5Y | +88.6% | +37.8% | +50.7% | +52.3% |
| All | +306.4% | +156.3% | +150.1% | +139.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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