+113.4%
CSCO vs IFF
-36.2%
+149.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | -1.1% | -2.8% | +1.7% | -0.7% |
| 30D | -10.8% | -1.1% | -9.7% | -10.7% |
| 3M | -9.2% | +13.8% | -23.1% | -11.1% |
| 6M | +39.5% | +16.7% | +22.9% | +35.2% |
| YTD | +41.5% | +26.1% | +15.4% | +34.4% |
| 1Y | +61.0% | +33.5% | +27.5% | +50.8% |
| 3Y | +105.2% | +31.6% | +73.6% | +88.7% |
| 5Y | +113.4% | -34.9% | +148.3% | +129.8% |
| All | +113.4% | -36.2% | +149.7% | +129.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling