+65.9%
CSCO vs IBN
-8.0%
+73.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +2.0% | +0.5% |
| 7D | 0.0% | -5.1% | +5.1% | +0.9% |
| 30D | -10.7% | -3.5% | -7.2% | -10.2% |
| 3M | -8.7% | +11.3% | -20.0% | -10.8% |
| 6M | +44.9% | +4.4% | +40.5% | +42.6% |
| YTD | +44.1% | -1.8% | +45.9% | +42.5% |
| 1Y | +65.9% | -8.0% | +73.8% | +64.4% |
| All | +65.9% | -8.0% | +73.8% | +64.4% |
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