+304.8%
CSCO vs IP
+26.3%
+278.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.2% |
| 7D | -10.2% | -5.1% | -5.1% | -8.8% |
| 30D | -20.1% | +8.5% | -28.6% | -22.2% |
| 3M | -22.4% | -13.8% | -8.5% | -19.3% |
| 6M | +2.8% | +5.7% | -2.9% | -0.6% |
| YTD | +23.6% | -9.1% | +32.7% | +23.6% |
| 1Y | +34.0% | -0.8% | +34.9% | +29.7% |
| 3Y | +89.3% | +14.8% | +74.5% | +62.6% |
| 5Y | +87.9% | -11.5% | +99.4% | +76.6% |
| All | +304.8% | +26.3% | +278.6% | +219.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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