+114.0%
CSCO vs IGV
+21.2%
+92.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.6% |
| 7D | -0.5% | -3.3% | +2.8% | +0.7% |
| 30D | -10.1% | 0.0% | -10.1% | -10.5% |
| 3M | -11.7% | +7.3% | -19.1% | -14.7% |
| 6M | +40.1% | +16.7% | +23.4% | +30.2% |
| YTD | +43.8% | -2.8% | +46.6% | +43.7% |
| 1Y | +66.6% | -6.7% | +73.3% | +69.0% |
| 3Y | +108.5% | +41.1% | +67.4% | +76.1% |
| 5Y | +114.0% | +22.0% | +92.0% | +78.0% |
| All | +114.0% | +21.2% | +92.7% | +78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling