+40.5%
CSCO vs IBN
+13.1%
+27.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.3% |
| 7D | +6.6% | +5.7% | +0.9% | +6.1% |
| 30D | -11.3% | +20.5% | -31.8% | -13.5% |
| 3M | -17.3% | +15.2% | -32.6% | -18.5% |
| 6M | +3.5% | +34.5% | -31.0% | -2.3% |
| YTD | +34.9% | +16.4% | +18.5% | +29.6% |
| 1Y | +40.5% | +13.5% | +26.9% | +37.5% |
| All | +40.5% | +13.1% | +27.4% | +37.5% |
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