+34.0%
CSCO vs IP
-0.2%
+34.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.0% |
| 7D | -10.2% | -5.1% | -5.1% | -10.0% |
| 30D | -20.1% | +8.5% | -28.6% | -20.4% |
| 3M | -22.4% | -13.8% | -8.5% | -21.7% |
| 6M | +2.8% | +5.7% | -2.9% | +2.7% |
| YTD | +23.6% | -9.1% | +32.7% | +26.9% |
| 1Y | +34.0% | -0.8% | +34.9% | +37.4% |
| All | +34.0% | -0.2% | +34.3% | +37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling