+45.9%
CSCO vs IGV
-8.7%
+54.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | -6.1% | -7.5% | +1.4% | -4.5% |
| 30D | -8.2% | -5.6% | -2.5% | -7.0% |
| 3M | -14.6% | +1.5% | -16.1% | -14.8% |
| 6M | +12.7% | +17.1% | -4.4% | +8.5% |
| YTD | +37.0% | -2.0% | +39.0% | +36.5% |
| 1Y | +45.9% | -7.5% | +53.4% | +47.6% |
| All | +45.9% | -8.7% | +54.6% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 1y: compounded portfolio wealth divided by compounded IGV 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…
1y analysis · Full analysis span regression · 6 months rolling