+362.3%
CSCO vs IBB
+129.6%
+232.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.0% |
| 7D | -0.7% | +1.4% | -2.1% | -1.4% |
| 30D | -10.1% | +10.5% | -20.6% | -14.8% |
| 3M | -15.7% | +23.6% | -39.3% | -24.8% |
| 6M | +36.3% | +22.6% | +13.6% | +21.3% |
| YTD | +43.8% | +25.7% | +18.2% | +26.2% |
| 1Y | +63.9% | +51.4% | +12.6% | +29.6% |
| 3Y | +104.4% | +64.4% | +40.0% | +51.8% |
| 5Y | +111.4% | +22.1% | +89.2% | +83.8% |
| All | +362.3% | +129.6% | +232.6% | +178.3% |
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