+105.9%
CSCO vs IBB
+40.3%
+65.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +2.1% |
| 7D | +6.6% | +1.6% | +4.9% | +5.9% |
| 30D | -11.3% | +6.7% | -18.1% | -13.5% |
| 3M | -17.3% | +6.3% | -23.7% | -19.5% |
| 6M | +3.5% | +23.9% | -20.4% | -5.6% |
| YTD | +34.9% | +26.6% | +8.3% | +21.5% |
| 1Y | +40.5% | +29.6% | +10.8% | +25.1% |
| 3Y | +109.3% | +86.1% | +23.2% | +55.5% |
| 5Y | +105.9% | +40.3% | +65.5% | +65.4% |
| All | +105.9% | +40.3% | +65.5% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling