+220,291.7%
CSCO vs IFF
+1,012.5%
+219,279.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -10.1% | -0.3% | -9.8% | -10.1% |
| 3M | -11.7% | +18.6% | -30.3% | -18.0% |
| 6M | +40.1% | +17.4% | +22.7% | +28.4% |
| YTD | +43.8% | +28.5% | +15.3% | +26.2% |
| 1Y | +66.6% | +32.5% | +34.1% | +43.7% |
| 3Y | +108.5% | +34.1% | +74.5% | +72.9% |
| 5Y | +114.0% | -35.2% | +149.1% | +128.9% |
| 10Y | +366.8% | -21.1% | +387.9% | +331.4% |
| All | +220,291.7% | +1,012.5% | +219,279.2% | +66,689.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling