+377.3%
CSCO vs IGV
+356.9%
+20.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.6% |
| 7D | 0.0% | -1.5% | +1.5% | +0.7% |
| 30D | -10.7% | -3.0% | -7.7% | -9.9% |
| 3M | -8.7% | +9.6% | -18.3% | -13.9% |
| 6M | +44.9% | +16.1% | +28.8% | +31.3% |
| YTD | +44.1% | -3.6% | +47.8% | +43.8% |
| 1Y | +65.9% | -7.8% | +73.7% | +69.2% |
| 3Y | +109.0% | +40.0% | +69.0% | +64.7% |
| 5Y | +114.8% | +21.2% | +93.5% | +80.0% |
| 10Y | +377.3% | +364.4% | +12.9% | +52.3% |
| All | +377.3% | +356.9% | +20.4% | +52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling