+83.0%
CSCO vs IOT
+66.1%
+16.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.1% | -6.3% | -6.3% |
| 7D | +1.9% | +0.9% | +1.0% | +1.8% |
| 30D | -15.8% | +1.4% | -17.2% | -16.0% |
| 3M | -15.4% | +0.5% | -15.9% | -15.6% |
| 6M | -5.4% | +50.3% | -55.7% | -9.2% |
| YTD | +26.5% | +16.7% | +9.8% | +23.3% |
| 1Y | +25.9% | +6.8% | +19.1% | +23.6% |
| 3Y | +97.5% | +75.5% | +22.1% | +82.9% |
| All | +83.0% | +66.1% | +16.9% | +65.6% |
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