+319.3%
CSCO vs IBM
+142.0%
+177.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | -4.7% | -1.5% | -3.2% | -4.0% |
| 30D | -17.1% | +8.4% | -25.5% | -19.9% |
| 3M | -19.6% | +4.2% | -23.8% | -21.3% |
| 6M | +2.4% | +7.9% | -5.5% | -6.1% |
| YTD | +29.8% | -15.2% | +45.0% | +31.7% |
| 1Y | +38.7% | -18.7% | +57.4% | +43.5% |
| 3Y | +101.3% | +79.2% | +22.1% | +28.9% |
| 5Y | +94.8% | +144.7% | -49.9% | +2.1% |
| All | +319.3% | +142.0% | +177.4% | +102.5% |
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