-18.2%
CSCO vs INIO
-54.0%
+35.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.7% | -7.0% | +0.8% |
| 7D | -2.8% | +2.4% | -5.2% | -3.3% |
| 30D | -12.6% | -18.9% | +6.2% | -10.5% |
| 3M | -16.0% | -45.0% | +29.0% | -8.5% |
| All | -18.2% | -54.0% | +35.8% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 1y: compounded portfolio wealth divided by compounded INIO 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…
1y analysis · Full analysis span regression · Available span rolling