+377.3%
CSCO vs IBM
+140.9%
+236.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.4% | -3.1% | -1.2% |
| 7D | 0.0% | +3.6% | -3.6% | -1.5% |
| 30D | -10.7% | +1.5% | -12.3% | -11.5% |
| 3M | -8.7% | -12.9% | +4.2% | -6.2% |
| 6M | +44.9% | -3.9% | +48.8% | +40.0% |
| YTD | +44.1% | -17.3% | +61.5% | +48.2% |
| 1Y | +65.9% | -5.0% | +70.9% | +57.2% |
| 3Y | +109.0% | +78.2% | +30.8% | +33.8% |
| 5Y | +114.8% | +120.6% | -5.9% | +19.2% |
| 10Y | +377.3% | +144.5% | +232.9% | +131.6% |
| All | +377.3% | +140.9% | +236.5% | +131.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 IBM 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