+209.9%
CSCO vs IJR
+1,143.6%
-933.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.6% |
| 7D | -0.5% | +0.9% | -1.5% | -1.3% |
| 30D | -10.1% | -3.1% | -7.0% | -7.7% |
| 3M | -11.7% | +4.4% | -16.1% | -15.1% |
| 6M | +40.1% | +16.1% | +24.0% | +22.8% |
| YTD | +43.8% | +20.6% | +23.2% | +22.0% |
| 1Y | +66.6% | +22.9% | +43.8% | +38.4% |
| 3Y | +108.5% | +55.2% | +53.3% | +36.4% |
| 5Y | +114.0% | +41.1% | +72.9% | +48.0% |
| 10Y | +366.8% | +167.0% | +199.9% | +62.0% |
| All | +209.9% | +1,143.6% | -933.7% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded IJR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling