+797.8%
CSCO vs IGV
+938.9%
-141.1%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.8% |
| 7D | +6.6% | +2.5% | +4.1% | +4.7% |
| 30D | -11.3% | -8.6% | -2.8% | -5.3% |
| 3M | -17.3% | -1.6% | -15.8% | -17.3% |
| 6M | +3.5% | +13.4% | -9.9% | -8.2% |
| YTD | +34.9% | -4.0% | +38.9% | +33.0% |
| 1Y | +40.5% | -7.6% | +48.1% | +42.4% |
| 3Y | +109.3% | +39.3% | +70.0% | +48.0% |
| 5Y | +105.9% | +14.5% | +91.4% | +60.0% |
| 10Y | +335.8% | +358.7% | -22.9% | -6.9% |
| All | +797.8% | +938.9% | -141.1% | -28.2% |
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