+113.5%
CSCO vs IFF
+29.0%
+84.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.4% |
| 7D | +2.7% | -3.2% | +5.9% | +2.8% |
| 30D | -9.5% | -0.3% | -9.2% | -9.5% |
| 3M | -7.6% | +8.4% | -16.1% | -8.1% |
| 6M | +44.9% | +23.0% | +21.9% | +41.9% |
| YTD | +47.7% | +25.5% | +22.2% | +43.1% |
| 1Y | +69.1% | +29.1% | +40.0% | +62.8% |
| 3Y | +113.5% | +31.7% | +81.9% | +100.1% |
| All | +113.5% | +29.0% | +84.5% | +100.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling