+45.9%
CSCO vs IOT
+8.2%
+37.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | +0.5% |
| 7D | -6.1% | -0.5% | -5.6% | -6.0% |
| 30D | -8.2% | +1.0% | -9.2% | -8.2% |
| 3M | -14.6% | +10.9% | -25.5% | -14.9% |
| 6M | +12.7% | +39.9% | -27.2% | +10.4% |
| YTD | +37.0% | +20.8% | +16.2% | +36.5% |
| 1Y | +45.9% | +10.6% | +35.4% | +46.5% |
| All | +45.9% | +8.2% | +37.8% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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 · 6 months rolling