+69.1%
CSCO vs IOT
-1.6%
+70.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.5% | +4.4% |
| 7D | +2.7% | -4.5% | +7.2% | +2.9% |
| 30D | -9.5% | -2.4% | -7.0% | -9.4% |
| 3M | -7.6% | +19.0% | -26.6% | -8.9% |
| 6M | +44.9% | +19.6% | +25.3% | +42.0% |
| YTD | +47.7% | +8.3% | +39.4% | +47.4% |
| 1Y | +69.1% | -0.8% | +69.9% | +70.8% |
| All | +69.1% | -1.6% | +70.7% | +70.8% |
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