+395.1%
CSCO vs IBB
+566.2%
-171.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -3.0% |
| 7D | -10.2% | -1.8% | -8.4% | -9.1% |
| 30D | -20.1% | +5.1% | -25.1% | -22.5% |
| 3M | -22.4% | +10.7% | -33.1% | -27.4% |
| 6M | +2.8% | +22.9% | -20.1% | -10.5% |
| YTD | +23.6% | +26.7% | -3.1% | +5.0% |
| 1Y | +34.0% | +35.1% | -1.1% | +9.2% |
| 3Y | +89.3% | +80.2% | +9.1% | +26.4% |
| 5Y | +87.9% | +37.8% | +50.0% | +45.0% |
| 10Y | +314.9% | +161.2% | +153.7% | +103.6% |
| All | +395.1% | +566.2% | -171.0% | +10.3% |
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 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