+114.8%
CSCO vs INDA
+5.9%
+108.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.7% |
| 7D | 0.0% | -2.6% | +2.6% | +1.3% |
| 30D | -10.7% | -2.9% | -7.8% | -9.4% |
| 3M | -8.7% | +2.4% | -11.1% | -9.9% |
| 6M | +44.9% | -2.6% | +47.5% | +46.4% |
| YTD | +44.1% | -10.0% | +54.1% | +51.8% |
| 1Y | +65.9% | -7.7% | +73.5% | +72.1% |
| 3Y | +109.0% | +8.9% | +100.1% | +94.0% |
| 5Y | +114.8% | +6.0% | +108.8% | +99.2% |
| All | +114.8% | +5.9% | +108.9% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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