+379.9%
CSCO vs IFF
-20.3%
+400.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.5% |
| 7D | +2.7% | -3.2% | +5.9% | +3.5% |
| 30D | -9.5% | -0.3% | -9.2% | -9.5% |
| 3M | -7.6% | +8.4% | -16.1% | -10.1% |
| 6M | +44.9% | +23.0% | +21.9% | +34.6% |
| YTD | +47.7% | +25.5% | +22.2% | +35.3% |
| 1Y | +69.1% | +29.1% | +40.0% | +53.1% |
| 3Y | +113.5% | +31.7% | +81.9% | +86.2% |
| 5Y | +122.8% | -35.2% | +158.0% | +142.0% |
| All | +379.9% | -20.3% | +400.2% | +346.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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