+634.6%
CSCO vs INDA
+121.8%
+512.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.2% | -6.1% | -6.2% |
| 7D | +1.9% | +1.1% | +0.8% | +1.4% |
| 30D | -15.8% | +9.4% | -25.2% | -19.3% |
| 3M | -15.4% | +2.9% | -18.3% | -16.6% |
| 6M | -5.4% | +7.2% | -12.6% | -8.5% |
| YTD | +26.5% | -4.8% | +31.3% | +28.9% |
| 1Y | +25.9% | -5.1% | +31.0% | +28.4% |
| 3Y | +97.5% | +16.7% | +80.9% | +82.0% |
| 5Y | +93.0% | +8.8% | +84.3% | +83.0% |
| 10Y | +308.6% | +116.2% | +192.4% | +182.9% |
| All | +634.6% | +121.8% | +512.8% | +391.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling