+857.4%
CSCO vs IGV
+970.9%
-113.5%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.8% | +2.2% |
| 7D | -0.7% | -4.5% | +3.8% | +2.5% |
| 30D | -10.1% | +3.2% | -13.3% | -13.1% |
| 3M | -15.7% | +4.5% | -20.2% | -19.8% |
| 6M | +36.3% | +22.1% | +14.2% | +13.2% |
| YTD | +43.8% | -1.0% | +44.9% | +39.1% |
| 1Y | +63.9% | -2.1% | +66.0% | +58.9% |
| 3Y | +104.4% | +44.6% | +59.8% | +40.5% |
| 5Y | +111.4% | +22.2% | +89.2% | +55.7% |
| 10Y | +361.7% | +364.7% | -3.1% | -1.9% |
| All | +857.4% | +970.9% | -113.5% | -25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling