+45.9%
CSCO vs IBN
+4.2%
+41.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.1% | +0.1% |
| 7D | -6.1% | +8.9% | -15.0% | -7.3% |
| 30D | -8.2% | +12.6% | -20.8% | -10.3% |
| 3M | -14.6% | +3.1% | -17.6% | -14.8% |
| 6M | +12.7% | +20.6% | -7.9% | +7.6% |
| YTD | +37.0% | +5.8% | +31.2% | +33.2% |
| 1Y | +45.9% | +3.7% | +42.3% | +43.2% |
| All | +45.9% | +4.2% | +41.7% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling