+108.4%
CSCO vs IOT
+24.7%
+83.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +4.0% | +0.5% |
| 7D | 0.0% | +5.1% | -5.1% | -0.5% |
| 30D | -10.7% | -3.0% | -7.7% | -10.6% |
| 3M | -8.7% | +15.0% | -23.7% | -10.2% |
| 6M | +44.9% | +13.1% | +31.8% | +42.1% |
| YTD | +44.1% | +9.0% | +35.1% | +41.4% |
| 1Y | +65.9% | +0.1% | +65.7% | +63.8% |
| All | +108.4% | +24.7% | +83.7% | +101.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling