+210.7%
CSCO vs IJH
+1,055.9%
-845.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +1.3% |
| 7D | 0.0% | -0.7% | +0.7% | +0.7% |
| 30D | -10.7% | -3.8% | -6.9% | -7.4% |
| 3M | -8.7% | 0.0% | -8.8% | -8.8% |
| 6M | +44.9% | +8.8% | +36.2% | +33.4% |
| YTD | +44.1% | +13.5% | +30.6% | +27.2% |
| 1Y | +65.9% | +15.4% | +50.5% | +43.5% |
| 3Y | +109.0% | +50.9% | +58.1% | +35.8% |
| 5Y | +114.8% | +47.8% | +67.0% | +37.9% |
| 10Y | +377.3% | +183.1% | +194.3% | +45.3% |
| All | +210.7% | +1,055.9% | -845.2% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling