+210.0%
CSCO vs IJR
+1,153.0%
-943.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.2% |
| 7D | -0.7% | -0.2% | -0.5% | -0.5% |
| 30D | -10.1% | -2.4% | -7.7% | -8.3% |
| 3M | -15.7% | +3.9% | -19.6% | -18.5% |
| 6M | +36.3% | +12.4% | +23.9% | +22.9% |
| YTD | +43.8% | +21.5% | +22.3% | +21.3% |
| 1Y | +63.9% | +24.0% | +40.0% | +35.1% |
| 3Y | +104.4% | +49.7% | +54.6% | +38.0% |
| 5Y | +111.4% | +39.7% | +71.7% | +47.6% |
| 10Y | +361.7% | +169.0% | +192.7% | +59.2% |
| All | +210.0% | +1,153.0% | -943.0% | -87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling