+110.7%
CSCO vs IGV
+39.8%
+70.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | +6.6% | +2.5% | +4.1% | +5.7% |
| 30D | -11.3% | -8.6% | -2.8% | -8.5% |
| 3M | -17.3% | -1.6% | -15.8% | -17.1% |
| 6M | +3.5% | +13.4% | -9.9% | -2.1% |
| YTD | +34.9% | -4.0% | +38.9% | +36.6% |
| 1Y | +40.5% | -7.6% | +48.1% | +44.7% |
| All | +110.7% | +39.8% | +70.9% | +70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling