+122.0%
CSCO vs IJH
+48.0%
+74.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.6% | +3.8% |
| 7D | +2.7% | -1.9% | +4.5% | +4.0% |
| 30D | -9.5% | -4.6% | -4.8% | -6.6% |
| 3M | -7.6% | -1.2% | -6.5% | -6.9% |
| 6M | +44.9% | +9.4% | +35.5% | +36.7% |
| YTD | +47.7% | +13.3% | +34.4% | +36.3% |
| 1Y | +69.1% | +13.4% | +55.7% | +55.8% |
| 3Y | +113.5% | +50.4% | +63.1% | +62.2% |
| All | +122.0% | +48.0% | +74.0% | +65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling