+476.1%
CSCO vs IBB
+560.8%
-84.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.1% |
| 7D | -0.7% | +1.4% | -2.1% | -1.5% |
| 30D | -10.1% | +10.5% | -20.6% | -15.6% |
| 3M | -15.7% | +23.6% | -39.3% | -26.4% |
| 6M | +36.3% | +22.6% | +13.6% | +18.7% |
| YTD | +43.8% | +25.7% | +18.2% | +23.2% |
| 1Y | +63.9% | +51.4% | +12.6% | +24.7% |
| 3Y | +104.4% | +64.4% | +40.0% | +44.8% |
| 5Y | +111.4% | +22.1% | +89.2% | +76.5% |
| 10Y | +361.7% | +132.5% | +229.2% | +144.1% |
| All | +476.1% | +560.8% | -84.7% | +29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling