+108.1%
CSCO vs IOT
+61.2%
+46.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.5% | +2.8% | -3.3% | -0.8% |
| 30D | -10.1% | -1.8% | -8.3% | -10.1% |
| 3M | -11.7% | +17.9% | -29.6% | -13.2% |
| 6M | +40.1% | +13.5% | +26.6% | +37.6% |
| YTD | +43.8% | +13.3% | +30.5% | +40.8% |
| 1Y | +66.6% | -3.3% | +69.9% | +65.0% |
| 3Y | +108.5% | +31.3% | +77.2% | +97.3% |
| All | +108.1% | +61.2% | +46.8% | +89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling