+32.6%
CSCO vs IP
-4.9%
+37.5%
-27.3%
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 | -22.1% | -13.8% | -8.2% | -21.3% |
| 6M | +3.2% | +5.7% | -2.5% | +3.1% |
| YTD | +24.1% | -9.1% | +33.2% | +27.4% |
| All | +32.6% | -4.9% | +37.5% | +35.9% |
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