+104.8%
CSCO vs IOT
+54.4%
+50.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.8% |
| 7D | -1.1% | -0.8% | -0.3% | -1.0% |
| 30D | -10.8% | -4.7% | -6.1% | -10.5% |
| 3M | -9.2% | +17.8% | -27.0% | -10.8% |
| 6M | +39.5% | +16.8% | +22.7% | +36.7% |
| YTD | +41.5% | +8.4% | +33.1% | +39.0% |
| 1Y | +61.0% | -0.8% | +61.8% | +59.0% |
| 3Y | +105.2% | +25.7% | +79.5% | +94.8% |
| All | +104.8% | +54.4% | +50.4% | +86.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling