+104.6%
CSCO vs IJH
+48.6%
+56.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.2% |
| 7D | -1.1% | -2.5% | +1.4% | +0.6% |
| 30D | -10.8% | -5.0% | -5.8% | -7.7% |
| 3M | -9.2% | +0.5% | -9.8% | -9.5% |
| 6M | +39.5% | +8.2% | +31.3% | +32.7% |
| YTD | +41.5% | +12.4% | +29.1% | +31.5% |
| 1Y | +61.0% | +14.4% | +46.6% | +47.8% |
| All | +104.6% | +48.6% | +56.0% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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