+122.0%
CSCO vs IJR
+39.9%
+82.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.8% | +4.1% |
| 7D | +2.7% | -2.2% | +4.9% | +4.0% |
| 30D | -9.5% | -4.6% | -4.9% | -7.0% |
| 3M | -7.6% | +0.2% | -7.8% | -7.8% |
| 6M | +44.9% | +14.7% | +30.2% | +33.8% |
| YTD | +47.7% | +18.9% | +28.8% | +33.8% |
| 1Y | +69.1% | +19.9% | +49.1% | +52.1% |
| 3Y | +113.5% | +53.0% | +60.5% | +63.4% |
| All | +122.0% | +39.9% | +82.0% | +73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling