+96.9%
CSCO vs IBN
+70.2%
+26.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.5% | +4.7% |
| 7D | -2.9% | +14.6% | -17.5% | -6.4% |
| 30D | -16.7% | +23.5% | -40.2% | -21.5% |
| 3M | -18.4% | +14.0% | -32.4% | -21.4% |
| 6M | +2.9% | +31.1% | -28.2% | -4.9% |
| YTD | +30.4% | +16.6% | +13.9% | +24.3% |
| 1Y | +41.4% | +14.9% | +26.5% | +35.3% |
| 3Y | +104.7% | +56.9% | +47.8% | +73.0% |
| 5Y | +96.9% | +69.7% | +27.3% | +56.7% |
| All | +96.9% | +70.2% | +26.7% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling